2017
Том 69
№ 9

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Elements of a non-gaussian analysis on the spaces of functions of infinitely many variables

Kachanovskii N. A.

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Abstract

We present a review of some results of the non-Gaussian analysis in the biorthogonal approach and consider elements of the analysis associated with the generalized Meixner measure. The main objects of our interest are stochastic integrals, operators of stochastic differentiation, elements of theWick calculus, and related topics.

English version (Springer): Ukrainian Mathematical Journal 62 (2010), no. 9, pp 1420-1448.

Citation Example: Kachanovskii N. A. Elements of a non-gaussian analysis on the spaces of functions of infinitely many variables // Ukr. Mat. Zh. - 2010. - 62, № 9. - pp. 1220–1246.

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