Wick multiplication and its relationship with integration and stochastic differentiation on spaces of nonregular test functions in the Lévy white noise analysis

DOI10.15330/CMP.16.1.61-83zbMATH Open1543.60083MaRDI QIDQ6589490FDOQ6589490

Publication date 19 August 2024

Published in Carpathian Mathematical Publications (Search for Journal in Brave)

Wick product Pettis integral stochastic integral Lévy process operator of stochastic differentiation

Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) White noise theory (60H40) Topological linear spaces of test functions, distributions and ultradistributions (46F05) Distributions on infinite-dimensional spaces (46F25)

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