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# A generalized stochastic derivative on the Kondratiev-type space of regular generalized functions of Gamma white noise

### Abstract

We introduce and study a generalized stochastic derivative on the Kondratiev-type space of regular generalized functions of Gamma white noise. Properties of this derivative are quite analogous to the properties of the stochastic derivative in the Gaussian analysis. As an example we calculate the generalized stochastic derivative of the solution of some stochastic equation with Wick-type nonlinearity.

### Article Information

 Title A generalized stochastic derivative on the Kondratiev-type space of regular generalized functions of Gamma white noise Source Methods Funct. Anal. Topology, Vol. 12 (2006), no. 4, 363-383 MathSciNet MR2279873 Copyright The Author(s) 2006 (CC BY-SA)

### Authors Information

N. A. Kachanovsky
Institute of Mathematics, National Academy of Sciences of Ukraine, 3 Tereshchenkivs'ka, Kyiv, 01601, Ukraine

### Citation Example

N. A. Kachanovsky, A generalized stochastic derivative on the Kondratiev-type space of regular generalized functions of Gamma white noise, Methods Funct. Anal. Topology 12 (2006), no. 4, 363-383.

### BibTex

@article {MFAT354,
AUTHOR = {Kachanovsky, N. A.},
TITLE = {A generalized stochastic derivative on the Kondratiev-type space of regular generalized functions of Gamma white noise},
JOURNAL = {Methods Funct. Anal. Topology},
FJOURNAL = {Methods of Functional Analysis and Topology},
VOLUME = {12},
YEAR = {2006},
NUMBER = {4},
PAGES = {363-383},
ISSN = {1029-3531},
MRNUMBER = {MR2279873},
URL = {http://mfat.imath.kiev.ua/article/?id=354},
}