S-transform and Hermite transform of Hilbert space-valued stochastic distributions with applications to stochastic differential equations

DOI10.1080/10652469.2010.541041zbMath1238.46033OpenAlexW2048169395MaRDI QIDQ3015098

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Publication date: 8 July 2011

Published in: Integral Transforms and Special Functions (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10652469.2010.541041

zbMATH Keywords

Cauchy problemwhite noiseS-transformHermite transformstochastic distributions

Mathematics Subject Classification ID

Integral transforms in distribution spaces (46F12) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) White noise theory (60H40)

Related Items (2)

Stochastic equations with an unbounded operator coefficient and multiplicative noise ⋮ Some characteristics of S transforms in a class of rapidly decreasing Boehmians

Cites Work

• Abstract stochastic equations. II: Solutions in spaces of abstract stochastic distributions.
• EXPANSION THEOREMS FOR GENERALIZED RANDOM PROCESSES, WICK PRODUCTS AND APPLICATIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS

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