Interconnection between Wick multiplication and integration on spaces of nonregular generalized functions in the Lévy white noise analysis

DOI10.15330/CMP.11.1.70-88MaRDI QIDQ5233443zbMATH OpenOpenAlexFDO

Authors T. Kachanovska, N. A. Kachanovsky

Publication date 11 September 2019

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.15330/cmp.11.1.70-88

zbMATH Keywords

Wick productPettis integralextended stochastic integralLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Operations with distributions and generalized functions (46F10) Stochastic integrals (60H05) White noise theory (60H40) Distributions on infinite-dimensional spaces (46F25)

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Cited in

(6)

• The Segal-Bargmann transform for Lévy white noise functionals associated with non-integrable Lévy processes
• 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
• 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
• On the relationship between Wick calculus and stochastic integration in the Lévy white noise analysis

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