Pages that link to "Item:Q1904298"

The following pages link to On a dual pair of spaces of smooth and generalized random variables (Q1904298):

Displaying 36 items.

• A note on the invariance under change of measure for stochastic test functions and distribution spaces (Q958925) (← links)
• A stochastic oscillator with time-dependent damping (Q1382558) (← links)
• Stochastic integral representation theorem for quantum semimartingales. (Q1405086) (← links)
• White noise analysis for Lévy processes. (Q1425153) (← links)
• A complex scaling approach to sequential Feynman integrals (Q1593604) (← links)
• Stochastic partial differential equations driven by Lévy space-time white noise. (Q1879918) (← links)
• Quantum white noise stochastic analysis based on nuclear algebras of entire functions (Q2021645) (← links)
• An improved characterisation of regular generalised functions of white noise and an application to singular SPDEs (Q2158589) (← links)
• White noise differential equations for vector-valued white noise functionals (Q2218274) (← links)
• Integration by parts on the law of the modulus of the Brownian bridge (Q2315117) (← links)
• An Itô formula for a family of stochastic integrals and related Wong-Zakai theorems (Q2447708) (← links)
• ON WEIGHTED<i>L</i>²(Ω)-SPACES, THEIR DUALS AND ITÔ INTEGRATION (Q2746371) (← links)
• UNIQUENESS OF DECOMPOSITIONS OF SKOROHOD-SEMIMARTINGALES (Q2996890) (← links)
• ON STOCHASTIC GENERALIZED FUNCTIONS (Q3013571) (← links)
• FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE (Q3043488) (← links)
• White Noise Generalization of the Clark-Ocone Formula Under Change of Measure (Q3068105) (← links)
• Some Norm Inequalities for Gaussian Wick Products (Q3578755) (← links)
• REGULAR GENERALIZED FUNCTIONS IN GAUSSIAN ANALYSIS (Q4269405) (← links)
• OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK–SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION (Q4467379) (← links)
• Wick calculus for regular generalized stochastic functionals (Q4509157) (← links)
• On a new probabilistic representation for the solution of the heat equation (Q4648581) (← links)
• An extension of the Clark–Ocone formula under benchmark measure for Lévy processes (Q4648586) (← links)
• The complex scaled Feynman–Kac formula for singular initial distributions (Q4648592) (← links)
• SOME REGULARITY RESULTS FOR THE STOCHASTIC PRESSURE EQUATION OF WICK-TYPE (Q4797331) (← links)
• THE GROSS DERIVATIVE AND GENERALIZED RANDOM VARIABLES (Q4810346) (← links)
• WICK CALCULUS FOR THE SQUARE OF A GAUSSIAN RANDOM VARIABLE WITH APPLICATION TO YOUNG AND HYPERCONTRACTIVE INEQUALITIES (Q4902704) (← links)
• Wick calculus for vector-valued Gaussian white noise unctionals (Q5029384) (← links)
• Stochastic integrals and Gelfand integration in Fréchet spaces (Q5083410) (← links)
• On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis (Q5170127) (← links)
• Characterization of S-transform for general construction of infinite-dimensional distributions (Q5234911) (← links)
• Analytic characterizations of infinite dimensional distributions (Q5276028) (← links)
• A white noise approach to the Feynman integrand for electrons in random media (Q5414733) (← links)
• Stochastic differential equations—some new ideas (Q5433512) (← links)
• MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES (Q5462131) (← links)
• A fundamental solution to the Schrödinger equation with Doss potentials and its smoothness (Q5738719) (← links)
• A Feynman–Kac approach for the spatial derivative of the solution to the Wick stochastic heat equation driven by time homogeneous white noise (Q6082700) (← links)