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Regular Gaussian random operators and Strook–Varadhan theorem for symmetric stochastic Fredholm-type equations
A. M. Kulik Institute of Mathematics, Ukrainian National Academy of Sciences
Abstract:
Regular Gaussian functionals are introduced and studied; the results obtained are applied to the investigation of properties of the distribution of solutions of equations with Gaussian random operators. In particular, an analogue of the Strook–Varadhan theorem for linear stochastic Fredholm-type integral equations is proved.
Keywords:
Gaussian white noise, regular random element, strong random operator, topological support of a measure.
Received: 07.04.1995
Citation:
A. M. Kulik, “Regular Gaussian random operators and Strook–Varadhan theorem for symmetric stochastic Fredholm-type equations”, Teor. Veroyatnost. i Primenen., 42:2 (1997), 262–273; Theory Probab. Appl., 42:2 (1998), 244–253
Linking options:
https://www.mathnet.ru/eng/tvp1802https://doi.org/10.4213/tvp1802 https://www.mathnet.ru/eng/tvp/v42/i2/p262
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