Generalized stochastic derivatives on spaces of nonregular generalized functions of Meixner white noise

• Published in: Український математичний журнал
• Date: 2008
• ISSN: 1027-3190
• Main Author: Kachanovsky, N.A.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2008
• Subjects: Статті
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/164688
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: Generalized stochastic derivatives on spaces of nonregular generalized functions of Meixner white noise / N.A. Kachanovsky // Український математичний журнал. — 2008. — Т. 60, № 6. — С. 737–758. — Бібліогр.: 30 назв. — англ.

We introduce and study generalized stochastic derivatives on the Kondratiev-type spaces of nonregular
 generalized functions of Meixner white noise. Properties of these derivatives are quite analogous to the
 properties of the stochastic derivatives in the Gaussian analysis. As an ex...