AbstractBy using a method of truncation, we derive the closed form of the Segal–Bargmann transform of Lévy white noise functionals associated with a Lévy process with the Lévy spectrum without the moment condition. Besides, a sufficient and necessary condition to the existence of Lévy stochastic integrals is obtained
Given a Gaussian stationary increment processes, we show that a Skorokhod-Hitsuda stochastic integra...
Given a Gaussian stationary increment processes, we show that a Skorokhod-Hitsuda stochastic integra...
Abstract. In this paper, we give a relationship between the weighted white noise differentiation and...
AbstractBy using a method of truncation, we derive the closed form of the Segal–Bargmann transform o...
AbstractEmploying the Segal–Bargmann transform (S-transform for abbreviation) of regular Lévy white ...
AbstractLet S′ be the space of tempered distributions on R and Λ the Lévy noise measure on S′. In th...
Abstract The Segal-Bargmann transform is applied to characterization for symbols of white noise oper...
This paper discusses a class of stochastic processes which are closed under linear transformations a...
International audienceIn this paper, we define a stochastic calculus with respect to the Rosenblatt ...
We study a family of free stochastic processes whose covariance kernels K may be derived as a transf...
White noise is often regarded as the informal nonexistent derivative B˙(t) of a Brownian motion B˙(t...
Let $L$ be a Levy process on $[0,+\infty)$. In particular cases, when $L$ is a Wiener or Poisson pro...
Using the white noise space setting, we define and study stochastic integrals with respect to a clas...
In this thesis, we develop a stochastic calculus for the space-time Lévy white noise introduced in [...
In this paper, KdV equations with variable coefficients and Wick-type stochastic KdV equations are in...
Given a Gaussian stationary increment processes, we show that a Skorokhod-Hitsuda stochastic integra...
Given a Gaussian stationary increment processes, we show that a Skorokhod-Hitsuda stochastic integra...
Abstract. In this paper, we give a relationship between the weighted white noise differentiation and...
AbstractBy using a method of truncation, we derive the closed form of the Segal–Bargmann transform o...
AbstractEmploying the Segal–Bargmann transform (S-transform for abbreviation) of regular Lévy white ...
AbstractLet S′ be the space of tempered distributions on R and Λ the Lévy noise measure on S′. In th...
Abstract The Segal-Bargmann transform is applied to characterization for symbols of white noise oper...
This paper discusses a class of stochastic processes which are closed under linear transformations a...
International audienceIn this paper, we define a stochastic calculus with respect to the Rosenblatt ...
We study a family of free stochastic processes whose covariance kernels K may be derived as a transf...
White noise is often regarded as the informal nonexistent derivative B˙(t) of a Brownian motion B˙(t...
Let $L$ be a Levy process on $[0,+\infty)$. In particular cases, when $L$ is a Wiener or Poisson pro...
Using the white noise space setting, we define and study stochastic integrals with respect to a clas...
In this thesis, we develop a stochastic calculus for the space-time Lévy white noise introduced in [...
In this paper, KdV equations with variable coefficients and Wick-type stochastic KdV equations are in...
Given a Gaussian stationary increment processes, we show that a Skorokhod-Hitsuda stochastic integra...
Given a Gaussian stationary increment processes, we show that a Skorokhod-Hitsuda stochastic integra...
Abstract. In this paper, we give a relationship between the weighted white noise differentiation and...
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