Discrete wick calculus and stochastic functional equations
Tóm tắt
Từ khóa
Tài liệu tham khảo
Hida, T., Kuo, H.-H., Potthoff, J., and Streit, L.: White Noise. An Infinite Dimensional Calculus, book in preparation.
Holden, H., Lindstrøm, T., Øksendal, B., Ubøe, J., and Zhang, T.-S.: Stochastic boundary value problems. A white noise functional approach, submitted to Probab. Th. Related Fields.
Lindstrøm, T., Øksendal, B., and Ubøe, J.: Stochastic differential equations involving positive noise, in Bingham, N. and Barlow, M. T. (eds), Stochastic Analysis, Cambridge University Press, Cambridge, 1991, 261?303.
Lindstrøm, T., Øksendal, B., and Ubøe, J.: Wick multiplication and Itô-Skorohod stochastic differential equations, to appear in S. Albeverio et al. (eds), Ideas and Methods in Mathematical Analysis, Stochastics, and Applications, Cambridge University Press.
Meyer, P. A.: A finite approximation to Boson Fock space, in S. Albeverio et al. (eds), Stochastic Processes in Classical and Quantum Systems, Springer-Verlag, 1986, 405?410.