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

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

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Bibliographic Details
Date:2008
Main Authors: Kachanovskii, N. A., Качановський, М. О.
Format: Article
Language:Ukrainian
English
Published: Institute of Mathematics, NAS of Ukraine 2008
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/3193
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal