The S-transform is studied as a mapping from a space of tensors to a space of functions over a complex space. The range of this transform is characterized in terms of analyticity and growth. These results are applied to a broad class of generalized functions in white noise analysis. These correspond to completions of the Gaussian L2-space which preserve orthogonality of Hermite polynomials. The S-transform is defined for the new generalized functions, and the range of this S-transform is identified in terms of analyticity and growth. Examples of the new spaces of generalized functions are given; these include distributions considered by Kondratiev and Streit, as well as new classes of distributions whose S-transforms have growth bounded by ...
The characteristic property of white Gaussian noise (WGN) is derived in S-transformation domain. The...
A dual pair G and G* of smooth and generalized random variables, respectively, over the white noise ...
[[abstract]]The representation of functionals of Brownian motion in terms of stochastic integral wit...
AbstractEmploying the Segal–Bargmann transform (S-transform for abbreviation) of regular Lévy white ...
Let 0* be the space of termpered distributions with standard Gaussian measure [mu]. Let (0) [subset ...
AbstractIn this paper, a theory of generalized functions is established on an arbitrary abstract Wie...
The main notions and tools from white noise analysis are set up on the basis of the calculus of Gaus...
This paper is dedicated to the blessed memory of my first teacher Professor Yu. L. Daletsky. Abstrac...
AbstractThis paper is an explication of the analytic signal in the generalized case, i.e., the analy...
Abstract. We introduce and study generalized stochastic derivatives on a Kondra-tiev-type space of r...
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...
In the recent years, the dual pair of smooth and generalized random variables on the White Noise spa...
The paper describes the structure of a new space of generalized Wiener functionals, (D∞)*, called th...
International audienceA family of Gaussian analytic functions (GAFs) has recently been linked to the...
The characteristic property of white Gaussian noise (WGN) is derived in S-transformation domain. The...
A dual pair G and G* of smooth and generalized random variables, respectively, over the white noise ...
[[abstract]]The representation of functionals of Brownian motion in terms of stochastic integral wit...
AbstractEmploying the Segal–Bargmann transform (S-transform for abbreviation) of regular Lévy white ...
Let 0* be the space of termpered distributions with standard Gaussian measure [mu]. Let (0) [subset ...
AbstractIn this paper, a theory of generalized functions is established on an arbitrary abstract Wie...
The main notions and tools from white noise analysis are set up on the basis of the calculus of Gaus...
This paper is dedicated to the blessed memory of my first teacher Professor Yu. L. Daletsky. Abstrac...
AbstractThis paper is an explication of the analytic signal in the generalized case, i.e., the analy...
Abstract. We introduce and study generalized stochastic derivatives on a Kondra-tiev-type space of r...
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...
In the recent years, the dual pair of smooth and generalized random variables on the White Noise spa...
The paper describes the structure of a new space of generalized Wiener functionals, (D∞)*, called th...
International audienceA family of Gaussian analytic functions (GAFs) has recently been linked to the...
The characteristic property of white Gaussian noise (WGN) is derived in S-transformation domain. The...
A dual pair G and G* of smooth and generalized random variables, respectively, over the white noise ...
[[abstract]]The representation of functionals of Brownian motion in terms of stochastic integral wit...