A generalized stochastic derivative on the Kondratiev-type space of regular generalized functions of Gamma white noise, Methods Funct

This paper is dedicated to the blessed memory of my first teacher Professor Yu. L. Daletsky. Abstract. We introduce and study a generalized stochastic derivative on the Kon-dratiev-type space of regular generalized functions of Gamma white noise. Properties of this derivative are quite analogous to the properties of the stochastic derivative in the Gaussian analysis. As an example we calculate the generalized stochastic derivative of the solution of some stochastic equation with Wick-type nonlinearity. Let S ′ be the Schwartz distributions space, µ be the Gaussian measure on S ′. As is well known, every square integrable function f ∈ L2(S ′, µ) can be presented in the form (0.1) f