scholarly journals The Itô calculus and white noise theory: a brief survey toward general stochastic integration

2014 ◽  
Vol 8 (1) ◽  
Author(s):  
Hui-Hsiung Kuo
Keyword(s):  
White Noise ◽  
Stochastic Integration ◽  
Itô Calculus ◽  
General Stochastic

Stochastic Integration by Parts and Functional Itô Calculus

2016 ◽  
Author(s):  
Vlad Bally ◽  
Lucia Caramellino ◽  
Rama Cont
Keyword(s):  
Stochastic Integration ◽  
Integration By Parts ◽  
Itô Calculus

scholarly journals White noise approach to stochastic integration

1988 ◽  
Vol 24 (2) ◽  
pp. 218-236 ◽  
Author(s):  
Hui-Hsiung Kuo ◽  
Andrzej Russek
Keyword(s):  
White Noise ◽  
Stochastic Integration

AN EXTENDED STOCHASTIC INTEGRAL AND A WICK CALCULUS ON PARAMETRIZED KONDRATIEV-TYPE SPACES OF MEIXNER WHITE NOISE

2008 ◽  
Vol 11 (04) ◽  
pp. 541-564 ◽  
Author(s):  
N. A. KACHANOVSKY
Keyword(s):  
White Noise ◽  
Stochastic Equation ◽  
Stochastic Integral ◽  
Holomorphic Functions ◽  
Generalized Functions ◽  
Wick Product ◽  
Stochastic Integration ◽  
Type Spaces ◽  
Wick Calculus

Using a general approach that covers the cases of Gaussian, Poissonian, Gamma, Pascal and Meixner measures, we consider an extended stochastic integral and construct elements of a Wick calculus on parametrized Kondratiev-type spaces of generalized functions; consider the interconnection between the extended stochastic integration and the Wick calculus; and give an example of a stochastic equation with a Wick-type nonlinearity. The main results consist of studying the properties of the extended (Skorohod) stichastic integral subject to the particular spaces under consideration; and of studying the properties of a Wick product and Wick versions of holomorphic functions on the parametrized Kondratiev-type spaces. These results are necessary, in particular, in order to describe properties of solutions of normally ordered white noise equations in the "Meixner analysis".

scholarly journals White Noise Approach to stochastic integration

2005 ◽  
Vol 13 (4) ◽  
Author(s):  
Luigi Accardi ◽  
Wided Ayed ◽  
Habib Ouerdiane
Keyword(s):  
White Noise ◽  
Stochastic Integration

Stochastic integration via white noise analysis

1997 ◽  
Vol 30 (1) ◽  
pp. 317-328 ◽  
Author(s):  
Hui-Hsiung Kuo
Keyword(s):  
White Noise ◽  
Noise Analysis ◽  
Stochastic Integration ◽  
White Noise Analysis
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