White noise approach to multiparameter stochastic integration
نویسندگان
چکیده
منابع مشابه
A White Noise Approach to Stochastic Neumann Boundary Value Problems
We illustrate the use of white noise analysis in the solution of stochastic partial diierential equations by solving explicitly the stochastic Neumann boundary value problem LU(x) ? c(x)U(x) = 0; x 2 D R d ; (x) rU(x) = ?W(x); x 2 @D where L is a uniformly elliptic linear partial diierential operator and W (x), x 2 R d , is d-parameter white noise. 1. Introduction Since the seminal book by Hida...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1991
ISSN: 0047-259X
DOI: 10.1016/0047-259x(91)90108-e