Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure

DOI10.1007/S11253-005-0258-8MaRDI QIDQ5477115zbMATH OpenOpenAlexFDO

Authors N. A. Kachanovsky

Publication date 20 July 2006

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11253-005-0258-8

zbMATH Keywords

Wick productKondratiev spacesVerhulst equationwhite noise analysisextended stochastic integral

Mathematics Subject Classification ID

Stochastic integrals (60H05) White noise theory (60H40) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Distributions on infinite-dimensional spaces (46F25)

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(7)

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• A generalized stochastic derivative on the Kondratiev-type space of regular generalized functions of gamma white noise
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• Wick calculus on spaces of regular generalized functions of Levy white noise analysis
• scientific article; zbMATH DE number 1445170 (Why is no real title available?)
• Interconnection between Wick multiplication and integration on spaces of nonregular generalized functions in the Lévy white noise analysis
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