
Operators of stochastic differentiation on spaces of nonregular generalized functions of Levy white noise analysis
Author(s) -
N. A. Kachanovsky
Publication year - 2016
Publication title -
karpatsʹkì matematičnì publìkacìï
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.63
H-Index - 4
eISSN - 2313-0210
pISSN - 2075-9827
DOI - 10.15330/cmp.8.1.83-106
Subject(s) - mathematics , white noise , square integrable function , generalization , additive white gaussian noise , lévy process , noise (video) , mathematical analysis , pure mathematics , computer science , statistics , artificial intelligence , image (mathematics)
The operators of stochastic differentiation, which are closely related with the extended Skorohod stochastic integral and with the Hida stochastic derivative, play an important role in the classical (Gaussian) white noise analysis. In particular, these operators can be used in order to study some properties of the extended stochastic integral and of solutions of stochastic equations with Wick-type nonlinearities. During recent years the operators of stochastic differentiation were introduced and studied, in particular, in the framework of the Meixner white noise analysis, in the same way as on spaces of regular test and generalized functions and on spaces of nonregular test functions of the Levy white noise analysis. In the present paper we make the next natural step: introduce and study operators of stochastic differentiation on spaces of nonregular generalized functions of the Levy white noise analysis (i.e., on spaces of generalized functions that belong to the so-called nonregular rigging of the space of square integrable with respect to the measure of a Levy white noise functions). In so doing, we use Lytvynov's generalization of the chaotic representation property. The researches of the present paper can be considered as a contribution in a further development of the Levy white noise analysis.