학술저널
STOCHASTIC DIFFERENTIAL EQUATION FOR WHITE NOISE FUNCTIONALS
- 충청수학회
- Journal of the Chungcheong Mathematical Society
- Volume 29, No. 2
-
2016.05337 - 346 (10 pages)
- 2
Within white noise approach, we study the existence and uniqueness of the solution of an initial value problem for generalized white noise functionals, and then as a corollary we discuss the linear stochastic differential equation associated with a convolution of white noise functionals.
1. Introduction
2. White noise functionals
3. Convolutions of generalized white noise functionals
4. Stochastic differential equations
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