Many objects of the Gaussian white noise analysis (spaces of test and generalized functions, stochastic integrals and derivatives, etc.) can be constructed and studied in terms of so-called chaotic decompositions, based on a chaotic representation property (CRP): roughly speaking, any square integrable with respect to the Gaussian measure random variable can be decomposed in a series of Ito's stochastic integrals from nonrandom functions. In the Levy analysis there is no the CRP (except the Gaussian and Poissonian particular cases). Nevertheless, there are different generalizations of this property. Using these generalizations, one can construct different spaces of test and generalized functions. And in any case it is necessary to introduce...
AbstractUsing the white noise space framework, we construct and study a class of Gaussian processes ...
Gel'fand triples of test and generalized functionals in Gaussian spaces are constructed and characte...
The paper describes the structure of a new space of generalized Wiener functionals, (D∞)*, called th...
Development of a theory of test and generalized functions depending on infinitely many variables is ...
<p>The operators of stochastic differentiation, which are closely related with the extended Skorohod...
This paper is dedicated to the blessed memory of my first teacher Professor Yu. L. Daletsky. Abstrac...
We characterize through their action on stochastic exponentials the class of white noise operators ...
Using the white noise space setting, we define and study stochastic integrals with respect to a clas...
We investigate the properties of the Wick square of Gaussian white noises through a new method to pe...
Abstract. We introduce an extended stochastic integral and construct elements of the Wick calculus o...
Abstract. We introduce and study generalized stochastic derivatives on a Kondra-tiev-type space of r...
Abstract. We introduce and study Hida-type stochastic derivatives and stochastic differential operat...
AbstractEmploying the Segal–Bargmann transform (S-transform for abbreviation) of regular Lévy white ...
General structures of Poissonian white noise analysis are presented.Simultaneously, the theory is de...
It is possible to construct Levy white noises as generalized random processes in the sense of Gel'fa...
AbstractUsing the white noise space framework, we construct and study a class of Gaussian processes ...
Gel'fand triples of test and generalized functionals in Gaussian spaces are constructed and characte...
The paper describes the structure of a new space of generalized Wiener functionals, (D∞)*, called th...
Development of a theory of test and generalized functions depending on infinitely many variables is ...
<p>The operators of stochastic differentiation, which are closely related with the extended Skorohod...
This paper is dedicated to the blessed memory of my first teacher Professor Yu. L. Daletsky. Abstrac...
We characterize through their action on stochastic exponentials the class of white noise operators ...
Using the white noise space setting, we define and study stochastic integrals with respect to a clas...
We investigate the properties of the Wick square of Gaussian white noises through a new method to pe...
Abstract. We introduce an extended stochastic integral and construct elements of the Wick calculus o...
Abstract. We introduce and study generalized stochastic derivatives on a Kondra-tiev-type space of r...
Abstract. We introduce and study Hida-type stochastic derivatives and stochastic differential operat...
AbstractEmploying the Segal–Bargmann transform (S-transform for abbreviation) of regular Lévy white ...
General structures of Poissonian white noise analysis are presented.Simultaneously, the theory is de...
It is possible to construct Levy white noises as generalized random processes in the sense of Gel'fa...
AbstractUsing the white noise space framework, we construct and study a class of Gaussian processes ...
Gel'fand triples of test and generalized functionals in Gaussian spaces are constructed and characte...
The paper describes the structure of a new space of generalized Wiener functionals, (D∞)*, called th...