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White noise approach to stochastic integration

✍ Scribed by Hui-Hsiung Kuo; Andrzej Russek

Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
716 KB
Volume
24
Category
Article
ISSN
0047-259X

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πŸ“œ SIMILAR VOLUMES

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Cauchy problems for a class of non-linear stochastic evolution equations are studied. They are formulated as integral equations for generalized random fields. By methods of white noise analysis (S-transformation, characterization theorem, etc.) these problems are reduced to fixed point problems in a

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The relationship between the It6 and the Stratonovich integrals used for solving stochastic differential equations with Gaussian white noise is well known. However, this relationship seems to be less clear when dealing with stochastic differential equations driven by Poisson white noise. It is shown