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STOCHASTIC DIFFERENTIAL EQUATION FOR WHITE NOISE FUNCTIONALS
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 Title & Authors
STOCHASTIC DIFFERENTIAL EQUATION FOR WHITE NOISE FUNCTIONALS
Ji, Un Cig;
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 Abstract
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.
 Keywords
white noise theory;convolution;initial value problem;stochastic differential equation;
 Language
English
 Cited by
 References
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