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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
Full-text PDF (720 kB)
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
English version:
Theory of Probability and its Applications, 1995, Volume 40, Issue 3, Pages 456–468
DOI: https://doi.org/10.1137/1140050
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
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\by A.~A.~Dorogovtsev
\paper On solutions of integral equations with an extended stochastic integral
\jour Teor. Veroyatnost. i Primenen.
\yr 1995
\vol 40
\issue 3
\pages 508--522
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\zmath{https://zbmath.org/?q=an:0860.60046}
\transl
\jour Theory Probab. Appl.
\yr 1995
\vol 40
\issue 3
\pages 456--468
\crossref{https://doi.org/10.1137/1140050}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1996VN31700005}
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