Interconnection between Wick multiplication and integration on spaces of nonregular generalized functions in the Lévy white noise analysis
DOI10.15330/CMP.11.1.70-88zbMATH Open1437.46049OpenAlexW2953952314MaRDI QIDQ5233443FDOQ5233443
Authors: T. Kachanovska, N. A. Kachanovsky 
Publication date: 11 September 2019
Published in: Carpathian Mathematical Publications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15330/cmp.11.1.70-88
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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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