On Wick calculus on spaces of nonregular generalized functions of Lévy white noise analysis

DOI10.15330/CMP.10.1.114-132zbMATH Open1459.46045OpenAlexW2886996242WikidataQ129415401 ScholiaQ129415401MaRDI QIDQ4583473FDOQ4583473

Authors N. A. Kachanovsky 

Publication date 30 August 2018

Published in Carpathian Mathematical Publications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15330/cmp.10.1.114-132

zbMATH Keywords

Wick productstochastic differentiationLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) White noise theory (60H40) Distributions on infinite-dimensional spaces (46F25)

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Cited In (11)

• On stochastic integration, differentiation and Wick calculus in the 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
• Wick calculus on spaces of regular generalized functions of Levy white noise analysis
• On Wick calculus and its relationship with stochastic integration on spaces of regular test functions in the Lévy white noise analysis
• Wick theorems in non-Gaussian white noise calculus
• 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
• Формули типу Кларка-Окона на просторах регулярних основних і узагальнених функцій в аналізі білого шуму Леві
• 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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