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Gamma Noise Analysis

A. V. Gorbunov·G. F. Us
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Abstract

We study an infinite dimensional analysis with respect to the measure on Schwartz space of tempered distributions, corresponding to the distributional derivative of gamma process. Laguerre polynomials being orthogonal with respect to gamma noise measure turn out to be generalized Appell ones. This fact enables to generalize the white noise functional approach on the stochastic Wick-Skorokhod equations involving gamma noise. E. g. we consider Werhulst type equation driven by gamma noise.

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BibTeXRIS

A. V. Gorbunov, G. F. Us. 1997-02-11. Gamma Noise Analysis. https://arxiv.org/abs/funct-an/9702005

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