On Regular Generalized Functions in White Noise Analysis and Their Applications
نویسنده
چکیده
We dedicate this work to the memory of a great mathematician-Abstract The concepts of regular generalized functions in Gaussian analysis are presented. Spaces of regular generalized functions are characterized and equipped with an innnite dimensional calculus. Finally, these concepts are applied in the theory of stochastic (partial) diier-ential equations of Wick type and a generalized Clark-Ocone formula is given.
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تاریخ انتشار 2000