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Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure

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: Kachanovskii, N.A.
Format: Article
Language:English
Published: Інститут математики НАН України 2005
Series:Український математичний журнал
Subjects:
Статті
Online Access:http://dspace.nbuv.gov.ua/handle/123456789/165815
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spelling irk-123456789-1658152020-02-17T01:26:01Z Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure Kachanovskii, N.A. Статті 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. Вводиться та вивчається розширений стохастичний інтеграл, віківське множення та віківські версії голоморфних функцій на просторах (типу Кондратьєва) регулярних узагальнених функцій. Ці простори пов'язані з гамма-мірою на певному узагальненні простору узагальнених функцій Шварца S′. Як приклади розглядаються стохастичні рівняння з нелінійностями віківського типу. 2005 Article Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure / N.A. Kachanovskii // Український математичний журнал. — 2005. — Т. 57, № 8. — С. 1030–1057. — Бібліогр.: 19 назв. — англ. 1027-3190 http://dspace.nbuv.gov.ua/handle/123456789/165815 517.9 en Український математичний журнал Інститут математики НАН України
institution Digital Library of Periodicals of National Academy of Sciences of Ukraine
collection DSpace DC
language English
topic Статті
Статті
spellingShingle Статті
Статті
Kachanovskii, N.A.
Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure
Український математичний журнал
description 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.
format Article
author Kachanovskii, N.A.
author_facet Kachanovskii, N.A.
author_sort Kachanovskii, N.A.
title Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure
title_short Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure
title_full Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure
title_fullStr Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure
title_full_unstemmed Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure
title_sort extended stochastic integral and wick calculus on spaces of regular generalized functions connected with gamma measure
publisher Інститут математики НАН України
publishDate 2005
topic_facet Статті
url http://dspace.nbuv.gov.ua/handle/123456789/165815
citation_txt Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure / N.A. Kachanovskii // Український математичний журнал. — 2005. — Т. 57, № 8. — С. 1030–1057. — Бібліогр.: 19 назв. — англ.
series Український математичний журнал
work_keys_str_mv AT kachanovskiina extendedstochasticintegralandwickcalculusonspacesofregulargeneralizedfunctionsconnectedwithgammameasure
first_indexed 2023-10-18T22:17:02Z
last_indexed 2023-10-18T22:17:02Z
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