Levy Laplacians in Hida Calculus and Malliavin Calculus

Volkov, BO

Volkov, BO (reprint author), Russian Acad Sci, Steklov Math Inst, Ul Gubkina 8, Moscow 119991, Russia.; Volkov, BO (reprint author), Bauman Moscow State Tech Univ, Vtoraya Baumanskaya Ul 5-1, Moscow 105005, Russia.

PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS, 2018; 301 (1): 11

Abstract

Some connections between different definitions of L,vy Laplacians in the stochastic analysis are considered. Two approaches are used to define these o......

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