Generalized stochastic derivatives on parametrized spaces of regular generalized functions of Meixner white noise

Abstract

We introduce and study Hida-type stochastic derivatives and stochastic differential operators on the parametrized Kondratiev-type spaces of regular generalized functions of Meixner white noise. In particular, we study the interconnection between the stochastic integration and differentiation. Our researches are based on the general approach that covers the Gaussian, Poissonian, Gamma, Pascal and Meixner cases.

Full Text

Article Information

Title	Generalized stochastic derivatives on parametrized spaces of regular generalized functions of Meixner white noise
Source	Methods Funct. Anal. Topology, Vol. 14 (2008), no. 4, 334-350
MathSciNet	MR2469073
Copyright	The Author(s) 2008 (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, Generalized stochastic derivatives on parametrized spaces of regular generalized functions of Meixner white noise, Methods Funct. Anal. Topology 14 (2008), no. 4, 334-350.

BibTex

@article {MFAT447,
    AUTHOR = {Kachanovsky, N. A.},
     TITLE = {Generalized stochastic derivatives on parametrized spaces of regular generalized functions of Meixner white noise},
   JOURNAL = {Methods Funct. Anal. Topology},
  FJOURNAL = {Methods of Functional Analysis and Topology},
    VOLUME = {14},
      YEAR = {2008},
    NUMBER = {4},
     PAGES = {334-350},
      ISSN = {1029-3531},
  MRNUMBER = {MR2469073},
       URL = {http://mfat.imath.kiev.ua/article/?id=447},
}