Elements of a non-gaussian analysis on the spaces of functions of infinitely many variables
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...
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| Date: | 2010 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2010
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/2950 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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