|
Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 3, Pages 508–522
(Mi tvp3446)
|
|
|
|
On solutions of integral equations with an extended stochastic integral
A. A. Dorogovtsev Institute of Mathematics, Ukrainian National Academy of Sciences
Abstract:
Integral equations of the second kind with a step kernel and extended stochastic integrals are considered. The existence of generalized solutions that can be treated as usual random processes is shown.
Keywords:
extended stochastic integral, generalized Wiener functionals, stochastic integral equations.
Received: 15.06.1992
Citation:
A. A. Dorogovtsev, “On solutions of integral equations with an extended stochastic integral”, Teor. Veroyatnost. i Primenen., 40:3 (1995), 508–522; Theory Probab. Appl., 40:3 (1995), 456–468
Linking options:
https://www.mathnet.ru/eng/tvp3446 https://www.mathnet.ru/eng/tvp/v40/i3/p508
|
Statistics & downloads: |
Abstract page: | 171 | Full-text PDF : | 44 | First page: | 11 |
|