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Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure
We introduce and study an extended stochastic integral, a Wick product, and Wick versions of holomorphic functions on Kondrat'ev-type spaces of regular generalized functions. These spaces are connected with the Gamma measure on a certain generalization of the Schwartz distribution space S′. As...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2005
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| Series: | Український математичний журнал |
| Subjects: | |
| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/165815 |
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| Summary: | We introduce and study an extended stochastic integral, a Wick product, and Wick versions of holomorphic functions on Kondrat'ev-type spaces of regular generalized functions. These spaces are connected with the Gamma measure on a certain generalization of the Schwartz distribution space S′. As examples, we consider stochastic equations with Wick-type nonlinearity. |
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