Wick calculus for regular generalized stochastic functionals

DOI10.1515/ROSE.1999.7.3.263MaRDI QIDQ4509157zbMATH OpenOpenAlexFDO

Authors Martin Grothaus, Georgi Us, Yuri Kondratiev

Publication date 11 October 2000

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1999.7.3.263

zbMATH Keywords

generalized stochastic functionalsstochastic partial differential equationsWick calculus

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites work

• On a dual pair of spaces of smooth and generalized random variables
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Cited in

(18)

• Wick calculus for nonlinear Gaussian functionals
• Discrete Wick calculus and stochastic functional equations
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• Harmonic analysis and stochastic partial differential equations: the stochastic functional calculus
• The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach
• Wick Calculus of Generalized Operators and its Applications to Quantum Stochastic Calculus
• REGULAR GENERALIZED FUNCTIONS IN GAUSSIAN ANALYSIS
• Wick calculus on spaces of regular generalized functions of Levy white noise analysis
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• Adaptive Wick-Malliavin approximation to nonlinear SPDEs with discrete random variables
• Mittag-Leffler analysis. II: Application to the fractional heat equation.
• Wick powers in stochastic PDEs: an introduction
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