Operators of stochastic differentiation on spaces of nonregular generalized functions of Levy white noise analysis
From MaRDI portal
Publication:5740297
DOI10.15330/cmp.8.1.83-106zbMath1343.60100OpenAlexW2468156415MaRDI QIDQ5740297
Publication date: 26 July 2016
Published in: Carpathian Mathematical Publications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15330/cmp.8.1.83-106
Processes with independent increments; Lévy processes (60G51) White noise theory (60H40) Stochastic integrals (60H05) Topological linear spaces of test functions, distributions and ultradistributions (46F05) Distributions on infinite-dimensional spaces (46F25)
Related Items (5)
On Wick calculus and its relationship with stochastic integration on spaces of regular test functions in the Lévy white noise analysis ⋮ Wick calculus on spaces of regular generalized functions of Levy white noise analysis ⋮ On Wick calculus on spaces of nonregular generalized functions of Levy white noise analysis ⋮ Operators of stochastic differentiation on spaces of nonregular generalized functions of Levy white noise analysis ⋮ Interconnection between Wick multiplication and integration on spaces of nonregular generalized functions in the Lévy white noise analysis
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Quantum probability for probabilists
- White noise analysis for Lévy processes.
- Stochastic processes and orthogonal polynomials
- Chaotic and predictable representations for Lévy processes.
- Functional analysis. Vol. 1-2. Transl. from the Russian by Peter V. Malyshev
- Non-Gaussian analysis and hypergroups
- On extended stochastic integrals with respect to Lévy processes
- On operators of stochastic differentiation on spaces of regular test and generalized functions of Lévy white noise analysis
- ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES
- Stochastic integral of Hitsuda–Skorokhod type on the extended Fock space
- Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
- Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes
- THE GROSS DERIVATIVE AND GENERALIZED RANDOM VARIABLES
- Operators of stochastic differentiation on spaces of nonregular generalized functions of Levy white noise analysis
This page was built for publication: Operators of stochastic differentiation on spaces of nonregular generalized functions of Levy white noise analysis
