Brownian functionals and applications

DOI10.1007/BF00046834zbMATH Open0527.60036OpenAlexW2021923667MaRDI QIDQ595265FDOQ595265

Hui-Hsiung Kuo

Publication date: 1983

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00046834

zbMATH Keywords

Fourier transformrenormalizationSobolev spaceFeynman integralcausal calculusgeneralized Brownian functionalgeneralized multiple Wiener integralWiener-Ito decomposition

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Distributions on infinite-dimensional spaces (46F25)

Cites Work

• Gaussian measures in Banach spaces
• Title not available (Why is that?)
• Calculus on Gaussian white noise. IV
• Multiple Wiener integral
• Title not available (Why is that?)
• Calculus on Gaussian white noise. I
• Calculus on Gaussian white noise. II
• Calculus on Gaussian white noise. III
• Title not available (Why is that?)
• Generalized Brownian functionals and the Feynman integral
• On Fourier transform of generalized Brownian functionals
• Integration by parts for abstract Wiener measures
• White noise analysis and nonlinear filtering problems
• Generalized multiple Wiener integrals
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
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• On quantum theory in terms of white noise

Cited In (22)

• Stochastic integrals for nonprevisible, multiparameter processes
• Lévy Laplacian of generalized functions on a nuclear space
• Analytic version of test functionals, Fourier transform, and a characterization of measures in white noise calculus
• White noise approach to stochastic integration
• Wiener distributions and white noise analysis
• Generalized Brownian functionals and the solution to a stochastic partial differential equation
• Itô's lemma without non-anticipatory conditions
• Title not available (Why is that?)
• A generalization of Itô's lemma
• White-noise approach to Malliavin's calculus
• On the connection of the white-noise and Malliavin calculi
• White noise delta functions and infinite-dimensional Laplacians
• Generalized Poisson functionals
• A characterization of Hida distributions
• Generalized Brownian functionals and stochastic integrals
• Random fields as generalized white noise functionals
• A delta white noise functional
• Dirichlet forms and white noise analysis
• The Fourier transform in white noise calculus
• Semigroups associated with generalized Brownian functionals
• Spaces of white noise distributions: Constructions, descriptions, applications. I
• A fundamental solution to the Schrödinger equation with Doss potentials and its smoothness

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