A white noise approach to stochastic currents of Brownian motion

DOI10.1142/S0219025722500254MaRDI QIDQ5885546

Herry Pribawanto Suryawan, Martin Grothaus, José Luís da Silva

Publication date: 4 April 2023

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.12063

zbMATH Keywords

white noise analysisstochastic currentsextended Skorokhod integral

Mathematics Subject Classification ID

Brownian motion (60J65) White noise theory (60H40) Distributions on infinite-dimensional spaces (46F25)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model
• Stochastic partial differential equations. A modeling, white noise functional approach
• Brownian and fractional Brownian stochastic currents via Malliavin calculus
• A characterization of Hida distributions
• Generalized functions in infinite dimensional analysis
• White noise calculus and Fock space
• Stochastic current of bifractional Brownian motion
• Generalized functionals in Gaussian spaces: The characterization theorem revisited
• Geometric measure theory.
• Wick calculus in Gaussian analysis
• An improved characterisation of regular generalised functions of white noise and an application to singular SPDEs
• Stochastic currents