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The integration by parts formula in the Meixner white noise analysis

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Abstract

Using a general approach that covers the cases of Gaussian, Poissonian, Gamma, Pascal and Meixner measures on an infinite- dimensional space, we construct a general integration by parts formula for analysis connected with each of these measures. Our consideration is based on the constructions of the extended stochastic integral and the stochastic derivative that are connected with the structure of the extended Fock space.


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Article Information

TitleThe integration by parts formula in the Meixner white noise analysis
SourceMethods Funct. Anal. Topology, Vol. 16 (2010), no. 1, 6-16
MathSciNet MR2656127
CopyrightThe Author(s) 2010 (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, The integration by parts formula in the Meixner white noise analysis, Methods Funct. Anal. Topology 16 (2010), no. 1, 6-16.


BibTex

@article {MFAT488,
    AUTHOR = {Kachanovsky, N. A.},
     TITLE = {The integration by parts formula in the Meixner white noise analysis},
   JOURNAL = {Methods Funct. Anal. Topology},
  FJOURNAL = {Methods of Functional Analysis and Topology},
    VOLUME = {16},
      YEAR = {2010},
    NUMBER = {1},
     PAGES = {6-16},
      ISSN = {1029-3531},
       URL = {http://mfat.imath.kiev.ua/article/?id=488},
}


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