Wick calculus for vector-valued Gaussian white noise functionals

DOI10.37190/0208-4147.41.2.5MaRDI QIDQ5029384zbMATH OpenOpenAlexFDO

Authors Un Cig Ji, Pengcheng Ma

Publication date 14 February 2022

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.37190/0208-4147.41.2.5

zbMATH Keywords

equicontinuousGaussian white noise functionalwhite noise theoryWick productWick type differential equation

Mathematics Subject Classification ID

Spaces determined by compactness or summability properties (nuclear spaces, Schwartz spaces, Montel spaces, etc.) (46A11) Distributions on infinite-dimensional spaces (46F25) White noise theory (60H40)

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Cited in

(12)

• Wick calculus for nonlinear Gaussian functionals
• Wick theorems in non-Gaussian white noise calculus
• On the relationship between Wick calculus and stochastic integration in the Lévy white noise analysis
• White noise differential equations for vector-valued white noise functionals
• Wick analysis for Bernoulli noise functionals
• Notes on Wick calculus on parametrized spaces of test functions of Meixner white noise
• scientific article; zbMATH DE number 991954 (Why is no real title available?)
• Hilbert space valued generalized random processes. II.
• Wick calculus for regular generalized stochastic functionals
• Wick calculus on spaces of regular generalized functions of Levy white noise analysis
• Wiener-Itô theorem in terms of Wick tensors
• Stochastic analysis and white noise calculus of nonlinear wave equations with application to laser generation and propagation

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