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Generalized stochastic derivatives on spaces of nonregular generalized functions of Meixner white noise

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Ukrainian Mathematical Journal Aims and scope

We introduce and study generalized stochastic derivatives on Kondratiev-type spaces of nonregular generalized functions of Meixner white noise. Properties of these derivatives are quite analogous to properties of stochastic derivatives in the Gaussian analysis. As an example, we calculate the generalized stochastic derivative of a solution of a stochastic equation with Wick-type nonlinearity.

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Authors and Affiliations

  1. Institute of Mathematics, Ukrainian National Academy of Sciences, Kiev, Ukraine

    N. A. Kachanovsky

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Published in Ukrains'kyi Matematychnyi Zhurnal, Vol. 60, No. 6, pp. 737–758, June, 2008.

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Kachanovsky, N.A. Generalized stochastic derivatives on spaces of nonregular generalized functions of Meixner white noise. Ukr Math J 60, 848–875 (2008). https://doi.org/10.1007/s11253-008-0105-9

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  • DOI: https://doi.org/10.1007/s11253-008-0105-9

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