Stochastic Differential Equations in White Noise Space

DOI10.1142/S0219025798000338zbMATH Open0921.60044MaRDI QIDQ4236709FDOQ4236709

Authors: Hui-Hsiung Kuo, Jie Xiong 

Publication date: 29 September 1999

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

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zbMATH Keywords

white noise integral equationstochastic fluctuation of a two-dimensional neuron

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Spaces of white noise distributions: Constructions, descriptions, applications. I
• Calculus on Gaussian white noise. II
• Infinite dimensional stochastic differential equation models for spatially distributed neurons
• A stochastic model of neural response
• Analytic version of test functionals, Fourier transform, and a characterization of measures in white noise calculus
• A remark on the space of testing random variables in the white noise calculus

Cited In (8)

• Pre-envelope covariance differential equations for white and nonwhite input processes
• Space-Time Stochastic Calculus and White Noise
• Title not available (Why is that?)
• Weak approximation of stochastic equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

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