White-noise approach to Malliavin's calculus
نویسندگان
چکیده
منابع مشابه
Itô calculus and quantum white noise calculus
Itô calculus has been generalized in white noise analysis and in quantum stochastic calculus. Quantum white noise calculus is a third generalization, unifying the two above mentioned ones and bringing some unexpected insight into some old problems studied in different fields, such as the renormalization problem in physics and the representation theory of Lie algebras. The present paper is an at...
متن کاملWhite Noise Approach to Interest Rate Models
We discuss the class of models for the term structure of forward interest rates when the dynamics involve the following stochastic evolution equation: dX(t) = [ AX(t) + F (t) ] dt+BdW (t), X(0) = X0, where X takes values in a separable Hilbert space H. Here A is the generator of a semigroup, B : H → H is a bounded linear operator, W (·) is an H-valued cylindrical Wiener process. This model incl...
متن کاملWhite Noise Calculus and Hamiltonian of a Quantum Stochastic Process
Abstract. A white noise quantum stochastic calculus is developped using classical measure theory as mathematical tool. Wick’s and Ito’s theorems have been established. The simplest quantum stochastic differential equation has been solved, unicity and the conditions for unitarity have been proven. The Hamiltonian of the associated one parameter strongly continuous group has been calculated expli...
متن کاملA White Noise Approach to Stochastic Neumann Boundary Value Problems
We illustrate the use of white noise analysis in the solution of stochastic partial diierential equations by solving explicitly the stochastic Neumann boundary value problem LU(x) ? c(x)U(x) = 0; x 2 D R d ; (x) rU(x) = ?W(x); x 2 @D where L is a uniformly elliptic linear partial diierential operator and W (x), x 2 R d , is d-parameter white noise. 1. Introduction Since the seminal book by Hida...
متن کاملnon-corrective approach to pronunciation
the aim of this study has been to find answers for the following questions: 1. what is the effect of immediate correction on students pronunciation errors? 2. what would be the effect of teaching the more rgular patterns of english pronunciation? 3. is there any significant difference between the two methods of dealing with pronuciation errore, i. e., correction and the teaching of the regular ...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Functional Analysis
سال: 1987
ISSN: 0022-1236
DOI: 10.1016/0022-1236(87)90001-2