数学物理学报(英文版) ›› 1986, Vol. 6 ›› Issue (1): 67-74.

• 论文 • 上一篇    下一篇

STOCHASTIC ANALYSIS OF THE STOCHASTIC FUNCTIONAL ON THE BASIC SPACE

胡耀忠   

  1. Wuhan Institute of Mathematical Sciences, Academia Sinica, Wuhan, China
  • 收稿日期:1985-08-07 出版日期:1986-03-25 发布日期:1986-03-25

STOCHASTIC ANALYSIS OF THE STOCHASTIC FUNCTIONAL ON THE BASIC SPACE

Hu Yaozhong   

  1. Wuhan Institute of Mathematical Sciences, Academia Sinica, Wuhan, China
  • Received:1985-08-07 Online:1986-03-25 Published:1986-03-25

摘要: The concept of tho basic space is introduced in this paper, which contains tho white noise space and tho abstract Wiener space. Many results of stochastic analysis of the stochastic functional on white noiso space ([4]) and abstract Wiener space ([12]) are generalisod into this space, for example, Fourier transformation, Fourier-Wiener transformation and Malliavin's calculus, etc.

Abstract: The concept of tho basic space is introduced in this paper, which contains tho white noise space and tho abstract Wiener space. Many results of stochastic analysis of the stochastic functional on white noiso space ([4]) and abstract Wiener space ([12]) are generalisod into this space, for example, Fourier transformation, Fourier-Wiener transformation and Malliavin's calculus, etc.