Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure
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...
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| Datum: | 2005 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2005
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/3663 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | 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 examples, we consider stochastic equations with Wick-type nonlinearity. |
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