Generalized Brownian functionals and stochastic integrals |
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| Authors: | T. Hida |
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| Affiliation: | (1) Department of Mathematics, Nagoya University, Chikusa-Ku, 464 Nagoya, Japan |
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| Abstract: | The purpose of this paper is two-fold; i) a new class of generalized Brownian functionals, in fact generalized linear functionals, is introduced and ii) generalized stochastic integrals based on creation operators are discussed. These topics are in line with the causal calculus of Brownian functionals.Communicated by H. H. Kuo |
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