A model of white noise with values in a Hilbert space

MaRDI QIDQ2387076zbMATH OpenFDO

Authors M. A. Alshanskiy

Publication date 26 August 2005

Published in Russian Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Measures and integration on abstract linear spaces (46G12) White noise theory (60H40)

Review text

A model of white noise is constructed in the form of distributional process over a countable Hilbert space. The main difficulty here is to extend the probability measure to the cylindrical \(\sigma\)-algebra.

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• Solution of an abstract Cauchy problem with nonlinear and random perturbations in the Colombeau algebra
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• White noise in space and time and the cylindrical wiener process

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