Abstract
This paper deals with the so-called white noise calculus. Some of the shortcomings of the existing spaces of generalized functions are discussed and a new space of distributions is introduced. This new space of distributions is shown to be larger than the existing ones. We give a characterization of its elements in terms of a local S-transform. Finally an application to stochastic partial differential equations is given.
Partially supported by ONR N00014-91-1010
Partially supported by the National Science Foundation of China
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Carmona, R.A., Yan, J.A. (1995). A New Space of White Noise Distributions and Applications to Spde’s. In: Bolthausen, E., Dozzi, M., Russo, F. (eds) Seminar on Stochastic Analysis, Random Fields and Applications. Progress in Probability, vol 36. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-7026-9_4
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DOI: https://doi.org/10.1007/978-3-0348-7026-9_4
Publisher Name: Birkhäuser, Basel
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