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

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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.