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.16.1.61-83MaRDI QIDQ6589490zbMATH OpenFDO

Authors N. A. Kachanovsky

Publication date 19 August 2024

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported

Full work available at URL https://doi.org/10.15330/CMP.16.1.61-83

zbMATH Keywords

Lévy processoperator of stochastic differentiationPettis integralstochastic integralWick product

Mathematics Subject Classification ID

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

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Cited in

(1)

• Elements of Lévy analysis in the spaces of irregular test and generalized functions

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