Add to ORKGThe main notions and tools from white noise analysis are set up on the basis of the calculus of Gaussian random variables and the S-transform. A new proof of the formula for the S-transform of Itô integrals is given. Moreover, measurability and the martingale property with respect to the Brownian filtration are characterized in terms of the S-transform. This allows to extend these notions to random variables and processes, respectively, in the space of Hida distributions
We introduce the concept of functional process and consider the stochastic boundary value problem an...
The S-transform is studied as a mapping from a space of tensors to a space of functions over a compl...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
The main notions and tools from white noise analysis are set up on the basis of the calculus of Gaus...
The main notions and tools from white noise analysis are set up on the basis of the calculus of Gaus...
The main notions and tools from white noise analysis are set up on the basis of the calculus of Gaus...
White noise is often regarded as the informal nonexistent derivative B˙(t) of a Brownian motion B˙(t...
AbstractEmploying the Segal–Bargmann transform (S-transform for abbreviation) of regular Lévy white ...
Tyt. z nagłówka.Bibliogr. s. 415-416.Given a Gaussian stationary increment processes, we show that a...
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...
Streit L, HIDA T. WHITE NOISE-ANALYSIS AND ITS APPLICATION TO FEYNMAN INTEGRAL. LECTURE NOTES IN MAT...
In White Noise Analysis (WNA), various random quantities are analyzed as Hida distributions ([1]). T...
Abstract. In this paper, we present the white noise methods for solving linear stochastic differenti...
We prove the white noise generalization of the Clark-Ocone formula under change of measure by using ...
We introduce the concept of functional process and consider the stochastic boundary value problem an...
The S-transform is studied as a mapping from a space of tensors to a space of functions over a compl...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
The main notions and tools from white noise analysis are set up on the basis of the calculus of Gaus...
The main notions and tools from white noise analysis are set up on the basis of the calculus of Gaus...
The main notions and tools from white noise analysis are set up on the basis of the calculus of Gaus...
White noise is often regarded as the informal nonexistent derivative B˙(t) of a Brownian motion B˙(t...
AbstractEmploying the Segal–Bargmann transform (S-transform for abbreviation) of regular Lévy white ...
Tyt. z nagłówka.Bibliogr. s. 415-416.Given a Gaussian stationary increment processes, we show that a...
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...
Streit L, HIDA T. WHITE NOISE-ANALYSIS AND ITS APPLICATION TO FEYNMAN INTEGRAL. LECTURE NOTES IN MAT...
In White Noise Analysis (WNA), various random quantities are analyzed as Hida distributions ([1]). T...
Abstract. In this paper, we present the white noise methods for solving linear stochastic differenti...
We prove the white noise generalization of the Clark-Ocone formula under change of measure by using ...
We introduce the concept of functional process and consider the stochastic boundary value problem an...
The S-transform is studied as a mapping from a space of tensors to a space of functions over a compl...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...