scientific article; zbMATH DE number 885958
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Publication:4881598
zbMATH Open0853.60001MaRDI QIDQ4881598FDOQ4881598
Authors: Hui-Hsiung Kuo 
Publication date: 9 June 1996
Title of this publication is not available (Why is that?)
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- Some cauchy problems in white noise analysis and associated semigroups of operators
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- QWN-first-order Wick differential operators and an associated transport equation
- Linear stochastic systems: a white noise approach
- Implementation problem for the canonical commutation relation in terms of quantum white noise derivatives
- Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus
- Intersection local times of independent fractional Brownian motions as generalized white noise functionals
- Characterization of the \texttt{QWN}-conservation operator and applications
- A support theorem for a Gaussian Radon transform in infinite dimensions
- White Noise Approach to stochastic integration
- Riemann-Liouville and Caputo fractional potentials associated with the number operator
- Brownian motion of charged particle in oblique electric and magnetic fields with frictional anisotropy
- Annihilation-derivative, creation-derivative and representation of quantum martingales
- On the self-intersection local time of subfractional Brownian motion
- Seven (lattice) paths to log-convexity
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- Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations
- Gross Laplacian acting on operators
- Tempered fractional calculus
- On the characteristics of a class of Gaussian processes within the white noise space setting
- White noise of Poisson random measures
- A smoothing filter based on fuzzy transform
- Generalized stochastic processes in algebras of generalized functions
- Segal-Bargmann transforms of one-mode interacting Fock spaces associated with Gaussian and Poisson measures
- Stochastic integration via white noise analysis
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- Topology-dependent entropic differences for chiral polypeptides in solvents
- Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions
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- Stochastic partial differential equations driven by Lévy space-time white noise.
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- Bayesian Parameter Identification in Cahn--Hilliard Models for Biological Growth
- White-noise approach to Malliavin's calculus
- Operator theory: quantum white noise approach
- Stochastic integration for tempered fractional Brownian motion
- Characterization theorems for generalized functionals of discrete-time normal martingale
- Pascal white noise calculus
- Factorization property of convolutions of white noise operators
- A duality theorem between spaces of holomorphic functions of exponential growth
- A Stochastic Calculus for Systems with Memory
- Moments of random fields and their wavelet transforms
- Construction of strong solutions of SDE's via Malliavin calculus
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- Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
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- A probability density function estimation using F-transform
- An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
- The fractional evolution equations associated with the quantum fractional number operator
- Realization of free white noises
- An Itô formula for a family of stochastic integrals and related Wong-Zakai theorems
- A white noise approach to stochastic integration with respect to the Rosenblatt process
- Stochastic Processes Induced by Singular Operators
- Construction of \(p\)-adic covariant quantum fields in the framework of white noise analysis
- Differential equations in spaces of abstract stochastic distributions
- White noise calculus in applications to stochastic equations in Hilbert spaces
- White noise-based stochastic calculus with respect to multifractional Brownian motion
- Fundamental solutions of singular SPDEs
- On stochastic generalized functions
- Flows for singular stochastic differential equations with unbounded drifts
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- On chirality and length-dependent potentials in polymer entanglements
- Equivalence of topologies and Borel fields for countably-Hilbert spaces
- Generalized functions on infinite dimensional spaces and its applications to white noise calculus
- A generalization of the Riesz representation theorem to infinite dimensions
- A set-indexed fractional Brownian motion
- Introduction to Hida distributions
- A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs
- Structure theorems for generalized random processes
- Stochastic differential equations—some new ideas
- Statistical analysis of synchrosqueezed transforms
- Quantum \(\lambda\)-potentials associated to quantum Ornstein-Uhlenbeck semigroups
- Stochastic calculus with respect to Gaussian processes
- Fractional Gaussian fields: a survey
- The Segal-Bargmann transform for Lévy functionals
- The Lévy Laplacian and stable processes
- Limit theorems for nonlinear functionals of Volterra processes via white noise analysis
- Quantum probability and Levy Laplacians
- Particle picture interpretation of some Gaussian processes related to fractional Brownian motion
- A white noise approach to the Feynman integrand for electrons in random media
- A note on the invariance under change of measure for stochastic test functions and distribution spaces
- A white noise approach to infinitely divisible distributions on Gel'fand triple
- Large deviations principle for white noise distributions with growth condition
- The Segal-Bargmann transform for Lévy white noise functionals associated with non-integrable Lévy processes
- Analytic version of test functionals, Fourier transform, and a characterization of measures in white noise calculus
- Integration by parts on the law of the modulus of the Brownian bridge
- Quantum Laplacian and applications
- The Hamiltonian path integral for potentials of the Albeverio Høegh-Krohn class -- a white noise approach
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- Mittag-Leffler analysis. II: Application to the fractional heat equation.
- Stochastic Lévy differential operators and Yang-Mills equations
- Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle
- Optimal approximation of Skorohod integrals
- Stochastic equations with an unbounded operator coefficient and multiplicative noise
- An anticipatory Itô formula
- Simple setting for white noise calculus using Bargmann space and Gauss transform
- Generalized scaling operators in white noise analysis and applications to Hamiltonian path integrals with quadratic action
- Quadratic actions, semi-classical approximation, and delta sequences in Gaussian analysis.
- Stochastic integral representation theorem for quantum semimartingales.
- Generalized Grassmann algebras and applications to stochastic processes
- Quantum white noise Feynman-Kac formula
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