Chaos Expansion of Generalized Random Processes on Fractional White Noise Space
نویسندگان
چکیده
We consider chaos expansion in generalized random variable spaces exp(S)ρ,H and exp(S)−ρ,H based on fractional white noise space, which correspond to the ones studied in [6]. Generalized stochastic processes with values in these spaces are proven to have a series expansion, and different Wick products are discussed. AMS Mathematics Subject Classification (2000): 60H40, 60G20, 60G15.
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تاریخ انتشار 2009