A new class of generalized nonlinear functionals of white noise with application to random integral equations∗

DOI10.1080/07362998308809008zbMath0509.60037OpenAlexW2012377410MaRDI QIDQ4747313

Nasir Uddin Ahmed

Publication date: 1983

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998308809008

zbMATH Keywords

Sobolev spaceswhite noisegeneralized functionals

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Generalized stochastic processes (60G20) Stochastic integral equations (60H20) Distributions on infinite-dimensional spaces (46F25)

Related Items

Fourier analysis on Wiener measure space ⋮ Generalized Poisson functionals

Cites Work

• Random integral equations
• Generalized multiple Wiener integrals
• Fourier analysis on Wiener measure space
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• Multiple Wiener integral
• Some Novel Properties of Wiener's Canonical Expansion
• Stationary Stochastic Processes. (MN-8)
• Strong and weak synthesis of nonlinear systems with constraints on the system space Gλ
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