On stochastic integral, Wick calculus and generalized stochastic equations on distribution spaces of non-Gaussian infinite-dimensional analysis

被引:0
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作者
Kachanovsky, NA [1 ]
机构
[1] Inst Math, UA-252601 Kiev, Ukraine
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中图分类号
T [工业技术];
学科分类号
08 ;
摘要
We introduce an analog of the extended stochastic integral on generalized function spaces of non-Gaussian infinite dimensional analysis and discuss the properties of such integral and its relation to Wick calculus. Then we consider some examples of application of constructed objects to solving generalized stochastic equations.
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页码:181 / 189
页数:9
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