S-transform and Hermite transform of Hilbert space-valued stochastic distributions with applications to stochastic differential equations

被引：1

作者：

Melnikova, I. V. ^{[1
]}

Alshanskiy, M. A. ^{[2
]}

机构：

[1] Urals State Univ, Ekaterinburg 620083, Russia

[2] Urals State Tech Univ, Ekaterinburg 620002, Russia

来源：

INTEGRAL TRANSFORMS AND SPECIAL FUNCTIONS | 2011年 / 22卷 / 4-5期

基金：

俄罗斯基础研究基金会;

关键词：

S-transform; Hermite transform; stochastic distributions; Cauchy problem; white noise;

D O I：

10.1080/10652469.2010.541041

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The S-transform and the Hermite transform are defined on spaces of generalized stochastic distributions with values in a separable Hilbert space H. The applications to a stochastic differential equation in H are considered.

引用

页码：293 / 301

页数：9

共 6 条

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[2]

Filinkov A., 2002, Stochastics: An International Journal of Probability and Stochastic Processes, V72, P129

[3]

Holden H., 1996, Stochastic Partial Differential Equations

[4]

Kuo H.-H., 1996, White Noise Distribution Theory

[5]

Melnikova I. V., 2003, J MATH SCI, V116, P3620

[6] Expansion theorems for generalized random processes, wick products an applications to stochastic differential equations [J].

Pilipovic, Stevan ;

Selesi, Dora .

INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2007, 10 (01) :79-110

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