Ito’s formula and Levy’s Laplacian

Author:

Saito Kimiaki

Abstract

The class of normal functionalsis, as is well known, adapted to the domain of Lévy’s Laplacian and plays important roles in the works by P. Lévy and T. Hida (cf. [1], [2] and [8]), where Bx denotes one-dimensional parameter white noise and denotes the renormalization of

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics

Reference8 articles.

1. Brownian motion and its functionals;Hida;Ricerche di Matematica,1985

2. Ito formula for generalized Brownian functionals

3. Foundations of stochastic differential equations in infinite dimensional spaces;Itô;CBMS-NSF Regional Conference Series in Applied Math,1984

4. Calculus on Gaussian white noise, I

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