| B-值广义泛函意义下的Wick型随机微分方程 |
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| 引用本文： | 陈金淑,海射香,马双红.B-值广义泛函意义下的Wick型随机微分方程[J].兰州理工大学学报,2008,34(2):160-163. |
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| 作者姓名： | 陈金淑 海射香 马双红 |
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| 作者单位： | 兰州理工大学,理学院,甘肃,兰州,730050 |
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| 摘 要： | 将B-值白噪声广义泛函应用到随机微分方程中,建立B-值广义泛函意义下的Wick型随机微分方程,获得方程解的存在、唯一性定理,证明解的连续性及解对初值的连续依赖性.
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| 关 键 词： | 白噪声分析 Banach空间值广义泛函 Wick积 |
Wick-type stochastic differential equation in terms of B-valued generalized functional |
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| CHEN Jin-shu,HAI She-xiang,MA Shuang-hong.Wick-type stochastic differential equation in terms of B-valued generalized functional[J].Journal of Lanzhou University of Technology,2008,34(2):160-163. |
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| Authors: | CHEN Jin-shu HAI She-xiang MA Shuang-hong |
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| Abstract: | By applying B-valued generalized functional of white noise to stochastic differential equation,a Wick-type stochastic differential equation in terms of B-valued generalized functional was built up.The theorem of existence and uniqueness of solutions to that equation was obtained.The continuity of the solutions and their continuous dependence on initial values of solutions were proved. |
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| Keywords: | white noise analysis B-valued generalized functional Wick product |
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