STOCHASTIC INTEGRATION WITH RESPECT TO THE CYLINDRICAL WIENER PROCESS VIA REGULARIZATION

CHRISTIAN OLIVERA

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STOCHASTIC INTEGRATION WITH RESPECT TO THE CYLINDRICAL WIENER PROCESS VIA REGULARIZATION

机译：通过调节对圆柱维纳过程进行随机积分

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Following the ideas of F. Russo and P. Vallois, we use the notion of forward integral to introduce a new stochastic integral respect to the cylindrical Wiener process. This integral is an extension of the classical integral. As an application, we prove existence of solution of a parabolic stochastic differential partial equation with anticipating stochastic initial date.

机译：遵循F. Russo和P. Vallois的思想，我们使用前向积分的概念为圆柱维纳过程引入了新的随机积分。该积分是经典积分的扩展。作为一个应用，我们证明了抛物线型随机微分方程的解具有预期的随机初始日期。

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《Infinite dimensional analysis, quantum probability, and related topics》 |2013年第3期|共9页
作者
CHRISTIAN OLIVERA;
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正文语种 eng
中图分类 53;
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Stochastic calculus via regularization; Russo–Vallois integrals; cylindrical Wiener process; stochastic partial differential equation; parabolic equation;

机译：正则化随机演算;Russo-Vallois积分;圆柱维纳过程;随机偏微分方程;抛物方程;

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专利

1. STOCHASTIC INTEGRATION WITH RESPECT TO THE CYLINDRICAL WIENER PROCESS VIA REGULARIZATION [J] . CHRISTIAN OLIVERA Infinite dimensional analysis, quantum probability, and related topics . 2013,第3期

机译：通过调节对圆柱维纳过程进行随机积分
2. STOCHASTIC INTEGRATION WITH RESPECT TO CYLINDRICAL LEVY PROCESSES [J] . Jakubowski Adam, Riedle Markus The Annals of Probability: An Official Journal of the Institute of Mathematical Statistics . 2017,第6aPta2期

机译：关于圆柱征征过程的随机整合
3. Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces: An L~2 approach [J] . Markus Riedle Infinite dimensional analysis, quantum probability, and related topics . 2014,第1期

机译：关于希尔伯特空间中圆柱Lévy过程的随机积分：一种L〜2方法
4. Cylindrical Wiener Processes [C] . Markus Riedle Seminaire de probabilites . 2011

机译：圆柱形维纳流程
5. Design, Assembly, Integration, and Testing of a Power Processing Unit for a Cylindrical Hall Thruster, the NORSAT-2 Flatsat, and the Vector Gravimeter for Asteroids Instrument Computer [D] . Svatos, Adam Ladislav. 2017

机译：用于圆柱形霍尔推进器，Norsat-2 Flatsat的电源处理单元的设计，装配，集成和测试，以及用于小行星仪器计算机的载体重量计
6. Sequential Anisotropic Multichannel Wiener Filtering with Rician Bias Correction Applied to 3D Regularization of DWI Data [O] . M. Martin-Fernandez, E. Muñoz-Moreno, L. Cammoun, -1

机译：具有Rician偏差校正的顺序各向异性多通道维纳滤波在DWI数据的3D正则化中的应用
7. Stochastic integration with respect to the cylindrical Wiener process via regularization [O] . Olivera, Christian 2012

机译：关于圆柱形维纳过程的随机积分通过正规化
8. Approximate Integration of Wiener and Poisson Process Driven Stochastic Differential Equations [R] . Harris, C. J., Magshsoodi, Y. 1983

机译：Wiener与poisson过程驱动随机微分方程的近似积分

STOCHASTIC INTEGRATION WITH RESPECT TO THE CYLINDRICAL WIENER PROCESS VIA REGULARIZATION

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