Relationships between measures induced by Itô and white noise linear equations

DOI10.1016/0378-4754(84)90011-9zbMATH Open0547.60061OpenAlexW2054309136MaRDI QIDQ799033FDOQ799033

Authors: Paolo D'Alessandro, A. Germani, Mauro Piccioni 

Publication date: 1984

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4754(84)90011-9

Recommendations

• White noise methods for stochastic integration
• White noise calculus in applications to stochastic equations in Hilbert spaces
• scientific article; zbMATH DE number 1409868
• scientific article; zbMATH DE number 2050984
• White noise stochastic integration

zbMATH Keywords

Gaussian measure

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Gaussian measures on a Banach space

This page was built for publication: Relationships between measures induced by Itô and white noise linear equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q799033)