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ON MULTIPLE WIENER INTEGRAL EXPANSIONS FOR D’-VALUED NONLINEAR RANDOM FUNCTIONALS

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摘要 Inthispaper,themultiplestochasticintegralwithrespecttoaWienerD’-processisdefined.AndalsoitisshownthatforaD’-valuednonlinearrandomfunctionalthereexistsasequenceofmultipleintegralkernelssuchthatthenonlinearfunctionalcanbeexpandedbyseriesofmultipleWienerintegralsoftheintegralkernelswithrespecttotheWienerD’-process.

DOI 6jryn9gpd5/1072487

作者吴奖伦

机构地区不详

出处《数学物理学报：B辑英文版》 1993年2期

关键词 WIENER valued stochastic expanded SEPARABLE LEMMA

分类 [理学][基础数学]

出版日期 1993年02月12日（中国期刊网平台首次上网日期，不代表论文的发表时间）

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来源期刊

数学物理学报：B辑英文版

数学物理学报：B辑英文版

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相关关键词

WIENER valued stochastic expanded SEPARABLE LEMMA

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