A generalization of the Itô formula.
A Hölder inequality for holomorphic functions.
A noise of new type and its generalized functionals
The purpose of this paper is to introduce a new noise denoted by P'(u). It has the space parameter u, being compared with the usual noise depending on the time t. We first explain why such a noise arises naturally. Then, we come to the analysis of functionals of this new noise. We shall emphasize the significance of generalized functionals of P'(u), in particular, linear and quadratic.
An extension of the Clark-Ocone formula.
Axioms for quantum probability
Central extensions and stochastic processes associated with the Lie algebra of the renormalized higher powers of white noise
In the first part of the paper we discuss possible definitions of Fock representation of the *-Lie algebra of the Renormalized Higher Powers of White Noise (RHPWN). We propose one definition that avoids the no-go theorems and we show that the vacuum distribution of the analogue of the field operator for the n-th renormalized power of WN defines a continuous binomial process. In the second part of the paper we present without proof our recent results on the central extensions of RHPWN, its subalgebras...
Chaos Expansion Methods for Stochastic Differential Equations Involving the Malliavin Derivative–Part I
Chaos Expansion Methods for Stochastic Differential Equations Involving the Malliavin Derivative–Part II
Deformation quantization in white noise analysis.
Derivative of the Donsker delta functionals
We prove that derivatives of any finite order of Donsker's delta functionals are well-defined elements in the space of Hida distributions. We also show the convergence to the derivative of Donsker's delta functionals of two different approximations. Finally, we present an existence result of finite product and infinite series of the derivative of the Donsker delta functionals.
Detección de M señales gaussianas utilizando el desarrollo modificado de un proceso estocástico.
Utilizando el desarrollo modificado de un proceso estocástico se propone una nueva metodología, alternativa a la basada en el desarrollo de Karhunen-Loeve, para el problema de detección de M señales Gaussianas en ruido Gaussiano blanco. Las soluciones proporcionadas no presentan el problema del cálculo de los autovalores y autofunciones asociados a la función de covarianza involucrada y son fácilmente implementables desde el punto de vista práctico.
Efficiency of the Stochastic Approximation Method
Existence and controllability of fractional-order impulsive stochastic system with infinite delay
This paper is concerned with the existence and approximate controllability for impulsive fractional-order stochastic infinite delay integro-differential equations in Hilbert space. By using Krasnoselskii's fixed point theorem with stochastic analysis theory, we derive a new set of sufficient conditions for the approximate controllability of impulsive fractional stochastic system under the assumption that the corresponding linear system is approximately controllable. Finally, an example is provided...
Explicit forms of Wick tensor powers in general white noise spaces.
From random telegraph to Gaussian stochastic noises: decoherence and spectral diffusion in a semiconductor quantum dot.
Hilbert space valued generalized random processes. I.
Hochschild cohomology theories in white noise analysis.
Infinite dimensional Gegenbauer functionals
he paper is devoted to investigation of Gegenbauer white noise functionals. A particular attention is paid to the construction of the infinite dimensional Gegenbauer white noise measure , via the Bochner-Minlos theorem, on a suitable nuclear triple. Then we give the chaos decomposition of the L²-space with respect to the measure by using the so-called β-type Wick product.
Minimax detection of signal in weighted Gaussian white noise.
On a stochastic Burgers equation with Dirichlet boundary conditions.