Generalized stochastic integrals for smooth functionals of the white noise

DOI10.1007/BF01056490MaRDI QIDQ5899728zbMATH OpenFDO

Authors A. A. Dorogovtsev

Publication date 1989

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

Full work available at URL https://doi.org/10.1007/BF01056490

zbMATH Keywords

extended stochastic integralintegration by partsstochastic derivative

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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Cited in

(9)

• On an extension of the stochastic integral
• On a certain property of paths of extended stochastic integrals
• The integration by parts formula in the Meixner white noise analysis
• scientific article; zbMATH DE number 4169777 (Why is no real title available?)
• AN EXTENDED STOCHASTIC INTEGRAL AND A WICK CALCULUS ON PARAMETRIZED KONDRATIEV-TYPE SPACES OF MEIXNER WHITE NOISE
• THE GROSS DERIVATIVE AND GENERALIZED RANDOM VARIABLES
• scientific article; zbMATH DE number 850909 (Why is no real title available?)
• A generalization of an extended stochastic integral
• Stochastic integral convergence: a white noise calculus approach

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