generalized white noise distributions;
Wick product;
Hermite Transform;
D O I:
10.1080/07362999808809532
中图分类号:
O29 [应用数学];
学科分类号:
070104 ;
摘要:
In this paper we will prove existence and uniqueness theorems for the stochastic differential equations [GRAPHICS] with initial conditions u(O,x) = f(x) For All x is an element of R-n where (W) over right arrow W-phi(t,W- x) is a white noise vector, Exp{W-phi(t,W- x)} is positive white noise, Exp{W-phi?S(t,W-x)} is a positive white noise matrix and f, g are real functions. We will show that these equations have solutions in the space (S)(-1) of generalized white noise distributions in a strong differentiation sense.
机构:
Sichuan Univ, Yangtze Ctr Math, Chengdu 610064, Peoples R ChinaSichuan Univ, Yangtze Ctr Math, Chengdu 610064, Peoples R China
Xu, Daoyi
Yang, Zhiguo
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机构:
Sichuan Univ, Yangtze Ctr Math, Chengdu 610064, Peoples R China
Sichuan Normal Univ, Coll Math & Software Sci, Chengdu 610066, Sichuan, Peoples R ChinaSichuan Univ, Yangtze Ctr Math, Chengdu 610064, Peoples R China
Yang, Zhiguo
Huang, Yumei
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机构:
Sichuan Univ, Yangtze Ctr Math, Chengdu 610064, Peoples R ChinaSichuan Univ, Yangtze Ctr Math, Chengdu 610064, Peoples R China