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http://dx.doi.org/10.14403/jcms.2016.29.2.337

STOCHASTIC DIFFERENTIAL EQUATION FOR WHITE NOISE FUNCTIONALS  

Ji, Un Cig (Department of Mathematics Chungbuk National University)
Publication Information
Journal of the Chungcheong Mathematical Society / v.29, no.2, 2016 , pp. 337-346 More about this Journal
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;
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Times Cited By KSCI : 3  (Citation Analysis)
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