Generalized stochastic derivatives on spaces of nonregular generalized functions of Meixner white noise
We introduce and study generalized stochastic derivatives on the Kondratiev-type spaces of nonregular generalized functions of Meixner white noise. Properties of these derivatives are quite analogous to the properties of the stochastic derivatives in the Gaussian analysis. As an example we calcula...
Saved in:
| Date: | 2008 |
|---|---|
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2008
|
| Series: | Український математичний журнал |
| Subjects: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Generalized stochastic derivatives on spaces of nonregular generalized functions of Meixner white noise / N.A. Kachanovsky // Український математичний журнал. — 2008. — Т. 60, № 6. — С. 737–758. — Бібліогр.: 30 назв. — англ. |
Institution
Digital Library of Periodicals of National Academy of Sciences of UkraineBe the first to leave a comment!