Journal of applied mathematics & informatics

한국전산응용수학회 (The Korean Society for Computational and Applied Mathematics)
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YEH CONVOLUTION OF WHITE NOISE FUNCTIONALS

  • Ji, Un Cig (Department of Mathematics, Research institute of Mathematical Finance, Chungbuk National University) ;
  • Kim, Young Yi (Research institute for Natural Science, Hanyang University) ;
  • Park, Yoon Jung (Department of Mathematics, Chungbuk National University)
  • 투고 : 2013.03.19
  • 심사 : 2013.04.30
  • 발행 : 2013.09.30
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초록

In this paper, we study the Yeh convolution of white noise functionals. We first introduce the notion of Yeh convolution of test white noise functionals and prove a dual property of the Yeh convolution. By applying the dual object of the Yeh convolution, we study the Yeh convolution of generalized white noise functionals, which is a non-trivial extension. Finally, we study relations between the Yeh convolution and Fourier-Gauss, Fourier-Mehler transform.

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참고문헌

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피인용 문헌

  1. Factorization property of convolutions of white noise operators vol.46, pp.4, 2015, https://doi.org/10.1007/s13226-015-0146-3
  2. STOCHASTIC DIFFERENTIAL EQUATION FOR WHITE NOISE FUNCTIONALS vol.29, pp.2, 2016, https://doi.org/10.14403/jcms.2016.29.2.337