We extend to white noise integrals the scalar type integrator inequalities introduced by Accardi, Fagnola and Quaegebeur [1] as a generalization of the Hudson–Parthasarathy basic estimates on stochastic integrals. We use these estimates as "regularity results", showing that some Hida distributions are in fact elements of the Fock space. We also use them to prove an analogue regularity result for solutions of white noise equations with bounded coefficients.
Editor-in-Chief: Girko, Vyacheslav
Managing Editor: Molchanov, S.
Editorial Board Member: Accardi, L. / Albeverio, Sergio / Carmona, R. / Casati, G. / Christopeit, N. / Domanski, C. / Drygas, Hilmar / Gupta, A.K. / Ibragimov, I. / Kirsch, Werner / Klein, A. / Kondratyev, Yuri / Kurotschka, V. / Leonenko, N. / Loubaton, Philippe / Orsingher, E. / Pastur, L. / Rodrigues, Waldyr A. / Shiryaev, Albert / Turbin, A.F. / Veretennikov, Alexandre
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White Noise Approach to stochastic integration
11. Centro Vito Volterra, Universitá di Roma Tor Vergata, 00133 Roma, Italy
2E-mail: accardi@volterra.mat.uniroma2.it
32. Departement of mathematic, Faculté des sciences de Tunis, 1060, Tunis, Tunisia
4E-mail: wided.ayed@ipein.rnu.tn
53. Departement of mathematic, Faculté des sciences de Tunis, 1060, Tunis, Tunisia
6E-mail: habib.ouerdiane@fst.rnu.tn
Citation Information: Random Operators and Stochastic Equations rose. Volume 13, Issue 4, Pages 369–370, ISSN (Online) 1569-397x, ISSN (Print) 0926-6364, DOI: 10.1515/156939705775992448, December 2005
Key Words: White noise,; Maximal algebraic domain,; Estimates on white noise stochastic integrals.
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