Journal of the Chungcheong Mathematical Society (충청수학회지)

The Chungcheong Mathematical Society (충청수학회)
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STOCHASTIC DIFFERENTIAL EQUATION FOR WHITE NOISE FUNCTIONALS

  • Ji, Un Cig (Department of Mathematics Chungbuk National University)
  • Received : 2015.01.15
  • Accepted : 2016.05.09
  • Published : 2016.05.15
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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

References

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