Brownian functionals and applications

DOI10.1007/BF00046834zbMath0527.60036OpenAlexW2021923667MaRDI QIDQ595265

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 transformSobolev spacerenormalizationFeynman integralcausal calculusgeneralized Brownian functionalgeneralized multiple Wiener integralWiener-Ito decomposition

Mathematics Subject Classification ID

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

Related Items (22)

Random fields as generalized white noise functionals ⋮ Spaces of white noise distributions: Constructions, descriptions, applications. I ⋮ A generalization of Itô's lemma ⋮ White noise approach to stochastic integration ⋮ Dirichlet forms and white noise analysis ⋮ Itô's lemma without non-anticipatory conditions ⋮ A delta white noise functional ⋮ Lévy Laplacian of generalized functions on a nuclear space ⋮ A characterization of Hida distributions ⋮ Analytic version of test functionals, Fourier transform, and a characterization of measures in white noise calculus ⋮ White noise delta functions and infinite-dimensional Laplacians ⋮ Semigroups associated with generalized Brownian functionals ⋮ Wiener distributions and white noise analysis ⋮ Stochastic integrals for nonprevisible, multiparameter processes ⋮ A fundamental solution to the Schrödinger equation with Doss potentials and its smoothness ⋮ White-noise approach to Malliavin's calculus ⋮ The Fourier transform in white noise calculus ⋮ Generalized Poisson functionals ⋮ Generalized Brownian functionals and the solution to a stochastic partial differential equation ⋮ Generalized Brownian functionals and stochastic integrals ⋮ Unnamed Item ⋮ On the connection of the white-noise and Malliavin calculi

Cites Work

• Generalized Brownian functionals and the Feynman integral
• Calculus on Gaussian white noise. I
• Calculus on Gaussian white noise. II
• On Fourier transform of generalized Brownian functionals
• Calculus on Gaussian white noise. III
• Gaussian measures in Banach spaces
• Integration by parts for abstract Wiener measures
• White noise analysis and nonlinear filtering problems
• Generalized multiple Wiener integrals
• Calculus on Gaussian white noise. IV
• Multiple Wiener integral
• On quantum theory in terms of white noise
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