On operators of stochastic differentiation on spaces of regular test and generalized functions of Lévy white noise analysis


  • M.M. Dyriv Vasyl Stefanyk Precarpathian National University, 57 Shevchenka str., 76018, Ivano-Frankivsk, Ukraine
  • N.A. Kachanovsky Institute of Mathematics, National Academy of Sciences of Ukraine, 3 Tereschenkivska str., 01601, Kyiv, Ukraine


operator of stochastic differentiation, stochastic derivative, extended stochastic integral, Levy process
Published online: 2014-12-25


The operators of stochastic differentiation, which are closely related with the extended Skorohod stochastic integral and with the Hida stochastic derivative, play an important role in the classical (Gaussian) white noise analysis. In particular, these operators can be used in order to study properties of the extended stochastic integral and of solutions of stochastic equations with Wick-type nonlinearities. In this paper we introduce and study bounded and unbounded operators of stochastic differentiation in the Levy white noise analysis. More exactly, we consider these operators on spaces from parametrized regular rigging of the space of square integrable with respect to the measure of a Levy white noise functions, using the Lytvynov's generalization of the chaotic representation property. This gives a possibility to extend to the Levy white noise analysis and to deepen the corresponding results of the classical white noise analysis.

Article metrics
How to Cite
Dyriv, M.; Kachanovsky, N. On Operators of Stochastic Differentiation on Spaces of Regular Test and Generalized Functions of Lévy White Noise Analysis. Carpathian Math. Publ. 2014, 6, 212-229.