Elements of a non-Gaussian analysis on the spaces of functions of infinitely many variables

• Published in: Український математичний журнал
• Date: 2010
• Main Author: Kachanovsky, N.A.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2010
• Subjects: Статті
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/166287
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: Elements of a non-Gaussian analysis on the spaces of functions of infinitely many variables / N.A. Kachanovsky // Український математичний журнал. — 2010. — Т. 62, № 9. — С. 1220–1246. — Бібліогр.: 118 назв. — рос.

We present a review of some results of the non-Gaussian analysis in the biorthogonal approach and consider elements of the analysis associated with the generalized Meixner measure. The main objects of our interest are stochastic integrals, operators of stochastic differentiation, elements of theWick...