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

• Published in: Український математичний журнал
• Date: 2005
• Main Author: Kachanovskii, N.A.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2005
• Subjects: Статті
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/165815
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: 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.

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...