Browsing by Subject Generalized stochastic processes, white noise, Brownian motion, fractional white noise, fractional Brownian motion, Poisson process, Poissonian white noise, fractional Poissonian process, Levy process, chaos expansion, Fourier-Hermite polynomials, Charlier polynomials, Wick product, distributions, Malliavin derivative, Ito-Skorokhod integral, Ornstein-Uhlenbeck operator, stochastic dierential equations, Sobolev spaces, Kondratiev spaces, weighted spaces of stochastic distributions, Hilbert spaces, linear elliptic dierential operator, Fredholm alternative, Dirichlet problem.

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Issue DateTitleAuthor(s)
16-Apr-2012Malliavin Calculus for Chaos Expansions of Generalized StochasticProcesses with Applications to Some Classes of Dierential EquationsLevajković Tijana