충청수학회지 (Journal of the Chungcheong Mathematical Society)

  • 제29권2호
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  • Pages.337-346
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  • 2016
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  • 1226-3524(pISSN)
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  • 2383-6245(eISSN)
충청수학회 (The Chungcheong Mathematical Society)
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STOCHASTIC DIFFERENTIAL EQUATION FOR WHITE NOISE FUNCTIONALS

  • Ji, Un Cig (Department of Mathematics Chungbuk National University)
  • 투고 : 2015.01.15
  • 심사 : 2016.05.09
  • 발행 : 2016.05.15
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초록

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.

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참고문헌

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