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

zbMATH Open1399.60122MaRDI QIDQ4565474FDOQ4565474

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

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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)

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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