On regular generalized functions in white noise analysis and their applications
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Abstract
The concepts of regular generalized functions in Gaussian analysis are
presented. Spaces of regular generalized functions are characterized and
equipped with an infinite dimensional calculus. Finally, these concepts are
applied in the theory of stochastic (partial) differential equations
of Wick type and a generalized Clark-Ocone formula is given.
Published
2025-03-18
Issue
Section
Articles
How to Cite
Grothaus, M., and L. Streit. “On Regular Generalized Functions in White Noise Analysis and Their Applications”. Methods of Functional Analysis and Topology, vol. 6, no. 1, Mar. 2025, pp. 14-27, https://zen.imath.kiev.ua/index.php/mfat/article/view/111.