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scientific article; zbMATH DE number 19585
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scientific article; zbMATH DE number 19585 |
Statements
26 June 1992
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random fields
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Brownian sheet
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stochastic integral equation
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noncausal stochastic calculus
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sample properties
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0.7973341345787048
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0.7811993360519409
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0.7780318260192871
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0.7748048901557922
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[For the entire collection see Zbl 0733.00018.] One simple aspect of the stochastic integral equation is that it transforms a fundamental process like the Brownian motion into another process of more compound natures. Standing at this viewpoint, we are inevitably led to consider a stochastic integral equation for the processes with multidimensional variables, namely for the random fields. Since there is no natural order in the multidimensional space \(R^ p\), we readily see that such equations should be treated in the framework of the noncausal stochastic calculus, introduced by the author [C. R. Acad. Sci., Paris, Sér. A 288, 359-362 (1979; Zbl 0397.60047)]. What we are going to do in this note is the first attempt on this subject. We will show some basic results concerning the question of existence and uniqueness of solutions as well as their sample properties.
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