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

Authors

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

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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.

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Published

2006-12-25

Issue

Vol. 12 No. 4 (2006)

Section

Articles

How to Cite

Kachanovsky, N. A. “A Generalized Stochastic Derivative on the Kondratiev-Type Space of Regular Generalized Functions of Gamma White Noise”. Methods of Functional Analysis and Topology, vol. 12, no. 4, Dec. 2006, pp. 363-8, https://zen.imath.kiev.ua/index.php/mfat/article/view/329.