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Title: Generalized white noise analysis and topological algebras
Author: Alpay, Daniel
Cerejeiras, Paula
Kahler, Uwe
Keywords: Non-Gaussian analysis
Grey noise space
Generalized fock space
Strong algebras
Issue Date: 2022
Publisher: Taylor & Francis
Abstract: In this paper we develop a framework to extend the theory of generalized stochastic processes in the Hida white noise space to more general probability spaces which include the grey noise space. To obtain a Wiener-Itô expansion we recast it as a moment problem and calculate the moments explicitly. We further show the importance of a family of topological algebras called strong algebras in this context. Furthermore we show the applicability of our approach to the study of non-Gaussian stochastic processes.
Peer review: yes
DOI: 10.1080/17442508.2021.2016766
ISSN: 1744-2508
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Appears in Collections:CIDMA - Artigos
CHAG - Artigos

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