Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure
Abstract
We introduce and study an extended stochastic integral, a Wick product, and Wick versions of holomorphic functions on Kondrat'ev-type spaces of regular generalized functions. These spaces are connected with the Gamma measure on a certain generalization of the Schwartz distribution space \(S'\). As examples, we consider stochastic equations with Wick-type nonlinearity.
English version (Springer): Ukrainian Mathematical Journal 57 (2005), no. 8, pp 1214-1248.
Citation Example: Kachanovskii N. A. Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure // Ukr. Mat. Zh. - 2005. - 57, № 8. - pp. 1030–1057.
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