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

被引：0

作者：

Kachanovsky, NA ^{[1
]}

机构：

[1] Inst Math, UA-252601 Kiev, Ukraine

来源：

OPERATOR THEORY AND RELATED TOPICS | 2000年 / 118卷

关键词：

D O I：

暂无

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.

引用

页码：181 / 189

页数：9

共 50 条

[41] Connection Between Weak and Generalized Solutions to Infinite-Dimensional Stochastic Problems
Mel'nikova, I. V.
Starkova, O. S.
RUSSIAN MATHEMATICS, 2014, 58 (05) : 8 - 20
[42] Infinite-dimensional optimization and Bayesian nonparametric learning of stochastic differential equations
Ganguly, Arnab
Mitra, Riten
Zhou, Jinpu
JOURNAL OF MACHINE LEARNING RESEARCH, 2023, 24
[43] ERGODIC CONTROL OF INFINITE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DEGENERATE NOISE
Cosso, Andrea
Guatteri, Giuseppina
Tessitore, Gianmario
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2019, 25
[44] Infinite-dimensional elliptic and stochastic equations with Holder-continuous coefficients
Zambotti, L
STOCHASTIC ANALYSIS AND APPLICATIONS, 1999, 17 (03) : 487 - 508
[45] Correction to: Infinite-dimensional stochastic differential equations related to random matrices
Hirofumi Osada
Probability Theory and Related Fields, 2022, 183 : 677 - 678
[46] Dissipative Stochastic Evolution Equations Driven by General Gaussian and Non-Gaussian Noise
Bonaccorsi, S.
Tudor, C. A.
JOURNAL OF DYNAMICS AND DIFFERENTIAL EQUATIONS, 2011, 23 (04) : 791 - 816
[47] Dissipative Stochastic Evolution Equations Driven by General Gaussian and Non-Gaussian Noise
S. Bonaccorsi
C. A. Tudor
Journal of Dynamics and Differential Equations, 2011, 23 : 791 - 816
[48] GENERALIZED STOCHASTIC INTEGRALS, STOCHASTIC INTEGRAL-EQUATIONS WITH MULTIDIMENSIONAL PARAMETER AND INFINITESIMAL GAUSSIAN GEOMETRY
GAVEAU, B
MOULINIER, JM
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1983, 296 (01): : 43 - 46
[49] A Novel Data-Based Stochastic Distribution Control for Non-Gaussian Stochastic Systems
Zhang, Qichun
Wang, Hong
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2022, 67 (03) : 1506 - 1513
[50] Fault diagnosis for non-Gaussian singular stochastic distribution systems
Yao, L. N.
Yang, Z. X.
Wang, J. I.
2008 PROCEEDINGS OF INFORMATION TECHNOLOGY AND ENVIRONMENTAL SYSTEM SCIENCES: ITESS 2008, VOL 4, 2008, : 951 - 956

← 1 2 3 4 5 →