In this paper we develop a framework to extend the theory of generalized stochastic processes in the Hida white noise space to more general probability spaces which include the grey noise space. To obtain a Wiener-Itô expansion we recast it as a moment problem and calculate the moments explicitly. We further show the importance of a family of topological algebras called strong algebras in this context. Furthermore we show the applicability of our approach to the study of non-Gaussian stochastic processes.publishe
In this paper we develop a white noise framework for the study of stochastic partial differential eq...
Contains fulltext : 19119.pdf (publisher's version ) (Open Access)The generalisati...
White noise is often regarded as the informal nonexistent derivative B˙(t) of a Brownian motion B˙(t...
In this paper, we present the groundwork for an Itô/Malliavin stochastic cal-culus and Hida's white ...
The paper describes the structure of a new space of generalized Wiener functionals, (D∞)*, called th...
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...
We develop a white noise framework and the theory of stochastic distribution spaces for Hilbert spac...
. In this paper we introduce a new approach to the study of filtering theory by allowing the system'...
Using the white noise space setting, we define and study stochastic integrals with respect to a clas...
Using the white noise space setting, we define and study stochastic integrals with respect to a clas...
The main notions and tools from white noise analysis are set up on the basis of the calculus of Gaus...
Abstract. For Wiener spaces conditional expectations and L2-martingales w.r.t. the natural ¯ltration...
In this paper, we introduce a non-commutative space of stochastic distributions, which contains the ...
In this paper we will set up the Hida theory of generalized Wiener functionals using *(d), the space...
In this paper we develop a white noise framework for the study of stochastic partial differential eq...
Contains fulltext : 19119.pdf (publisher's version ) (Open Access)The generalisati...
White noise is often regarded as the informal nonexistent derivative B˙(t) of a Brownian motion B˙(t...
In this paper, we present the groundwork for an Itô/Malliavin stochastic cal-culus and Hida's white ...
The paper describes the structure of a new space of generalized Wiener functionals, (D∞)*, called th...
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...
We develop a white noise framework and the theory of stochastic distribution spaces for Hilbert spac...
. In this paper we introduce a new approach to the study of filtering theory by allowing the system'...
Using the white noise space setting, we define and study stochastic integrals with respect to a clas...
Using the white noise space setting, we define and study stochastic integrals with respect to a clas...
The main notions and tools from white noise analysis are set up on the basis of the calculus of Gaus...
Abstract. For Wiener spaces conditional expectations and L2-martingales w.r.t. the natural ¯ltration...
In this paper, we introduce a non-commutative space of stochastic distributions, which contains the ...
In this paper we will set up the Hida theory of generalized Wiener functionals using *(d), the space...
In this paper we develop a white noise framework for the study of stochastic partial differential eq...
Contains fulltext : 19119.pdf (publisher's version ) (Open Access)The generalisati...
White noise is often regarded as the informal nonexistent derivative B˙(t) of a Brownian motion B˙(t...