Some remarks on operators of stochastic differentiation in the Lévy white noise analysis

MaRDI QIDQ4565474zbMATH OpenFDO

Authors Maria M. Frei, N. A. Kachanovsky

Publication date 12 June 2018

Full work available at URL http://mfat.imath.kiev.ua/article/2017/04/mfat_2017_04_1002.pdf

zbMATH Keywords

extended stochastic integralLévy white noiseoperators of stochastic differentiation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) White noise theory (60H40) Random operators and equations (aspects of stochastic analysis) (60H25) Distributions on infinite-dimensional spaces (46F25)

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Cited in

(9)

• On Wick calculus on spaces of nonregular generalized functions of Lévy white noise analysis
• Wick multiplication and its relationship with integration and stochastic differentiation on spaces of nonregular test functions in the Lévy white noise analysis
• Operators of stochastic differentiation on spaces of nonregular generalized functions of Lévy white noise analysis
• A stochastic process associated with the weighted white noise differentiation
• Wick calculus on spaces of regular generalized functions of Levy white noise analysis
• Interconnection between Wick multiplication and integration on spaces of nonregular generalized functions in the Lévy white noise analysis
• Operators of stochastic differentiation on spaces of nonregular test functions of Lévy white noise analysis
• On the relationship between Wick calculus and stochastic integration in the Lévy white noise analysis
• On operators of stochastic differentiation on spaces of regular test and generalized functions of Lévy white noise analysis

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