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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Datum:2010
Hauptverfasser: Kachanovskii, N. A., Качановський, М. О.
Format: Artikel
Sprache:Englisch
Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2010
Online Zugang:https://umj.imath.kiev.ua/index.php/umj/article/view/2950
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:Ukrains’kyi Matematychnyi Zhurnal
Завантажити файл: Pdf

Institution

Ukrains’kyi Matematychnyi Zhurnal