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Chaos
  • Member for 6 years
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10 votes
2 answers
2k views

Show that this process is not a martingale

5 votes
2 answers
285 views

Existence of a solution for this hypoelliptic-alike PDE

4 votes
1 answer
746 views

Marsden's Identity and B-splines

3 votes
1 answer
256 views

Question regarding the Wick tensor in white noise analysis

3 votes
0 answers
87 views

Doubt when calculating the S-transform of Hida differential operator

3 votes
1 answer
299 views

Existence of a solution for a quasilinear hyperbolic system of PDEs with many state variables

2 votes
0 answers
138 views

On the difference between Malliavin derivative and Gross-Sobolev derivative

2 votes
2 answers
240 views

Reference request (Brownian local time): for fixed $t$, $a\mapsto L_a(t)$ is a.s. continuous and with compact support

2 votes
0 answers
53 views

Continuity of translation operator in fractional white noise analysis

1 vote
0 answers
44 views

Normalization of exponential in the context of Feynman integrals from a White noise perspective

1 vote
0 answers
124 views

Is it possible to define a Bochner integral for a $S'(\mathbb R^d)$-valued function?

1 vote
0 answers
305 views

Gaussian measures on infinite dimensional spaces

1 vote
1 answer
237 views

Under which conditions does Malliavin derivative and Lebesgue integral commute?

0 votes
0 answers
256 views

Question regarding Ito representation theorem

0 votes
0 answers
140 views

Space derivative of Brownian local time

0 votes
0 answers
171 views

Feynman Kac representation for nonlinear heat equation