Translated Brownian Motions and Associated Wick Products

DOI10.1080/07362990600751878MaRDI QIDQ5484529zbMATHOpenAlexFDO

Authors A. Lanconelli

Publication date 21 August 2006

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990600751878

zbMATH Keywords

stochastic differential equationsGirsanov's theorem

Mathematics Subject Classification ID

Stochastic integrals (60H05) White noise theory (60H40) Stochastic integral equations (60H20)

Recommendations

• scientific article; zbMATH DE number 721871
• scientific article; zbMATH DE number 780875
• A note on Gamma Wick products
• Wick calculus for nonlinear Gaussian functionals
• Wick product and backward heat equation

Cites work

• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• scientific article; zbMATH DE number 785439 (Why is no real title available?)
• A review of white noise analysis from a probabilistic standpoint
• An \(S\)-transform approach to integration with respect to a fractional Brownian motion
• ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION

Cited in

(1)

• A note on the invariance under change of measure for stochastic test functions and distribution spaces

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