White Noise Approach to stochastic integration

Luigi Accardi; Wided Ayed; Habib Ouerdiane

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White Noise Approach to stochastic integration

机译：随机积分的白噪声方法

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摘要

We extend to white noise integrals the scalar type integrator inequalities introduced by Accardi, Fagnola and Quaegebeur [1] as a generalization of the Hudson–Parthasarathy basic estimates on stochastic integrals. We use these estimates as "regularity results", showing that some Hida distributions are in fact elements of the Fock space. We also use them to prove an analogue regularity result for solutions of white noise equations with bounded coefficients.

机译：我们将Accardi，Fagnola和Quaegebeur [1]引入的标量类型积分不等式扩展到白噪声积分，作为对随机积分的Hudson-Parthasarathy基本估计的推广。我们将这些估计值用作“规律性结果”，表明某些Hida分布实际上是Fock空间的元素。我们还使用它们来证明具有有界系数的白噪声方程解的模拟正则结果。

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《Random operators and stochastic equations》 |2005年第4期|共30页
作者
Luigi Accardi; Wided Ayed; Habib Ouerdiane;
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正文语种 eng
中图分类随机微分方程;
关键词
White noise; Maximal algebraic domain; Estimates on white noise stochastic integrals;

机译：白噪声;最大代数域;白噪声随机积分估计;

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1. Quantum white noises---white noise approach to quantum stochastic calculus [J] . Zhi Yuan Huang Nagoya Mathematical Journal . 1993,第3期

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2. A generalized white noise space approach to stochastic integration for a class of Gaussian stationary increment processes [J] . Daniel Alpay, Alon Kipnis Opuscula Mathematica . 2013,第3期

机译：一类高斯平稳增量过程的随机积分的广义白噪声空间方法
3. White Noise Approach to stochastic integration [J] . Luigi Accardi, Wided Ayed, Habib Ouerdiane Random operators and stochastic equations . 2005,第4期

机译：随机积分的白噪声方法
4. Stochastic stability of quasi-integrable-hamiltonian systems with gaussian white noise excitations [C] . Huang Zhi-long, Zhu Wei-qiu International conference on nonlinear mechanics . 1998

机译：高斯白噪声激发的准可集成汉密尔顿系统的随机稳定性
5. On stochastic integration for white noise distribution theory. [D] . Ngobi, Said Kalema. 2000

机译：关于白噪声分布理论的随机积分。
6. A Stochastic Simulation Framework for the Prediction of Strategic Noise Mapping and Occupational Noise Exposure Using the Random Walk Approach [O] . Lim Ming Han, Zaiton Haron, Khairulzan Yahya, -1

机译：基于随机游走法预测战略噪声图和职业噪声暴露的随机模拟框架
7. A White Noise Approach to Stochastic Integration with Respect to the Rosenblatt Process [O] . Arras, Benjamin 2015

机译：关于Rosenblatt过程的随机积分的白噪声方法
8. Recent Results on Least Squares-Based Adaptive Control of Linear StochasticSystems in White Noise [R] . Ren, W., Kumar, P. R. 1990

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White Noise Approach to stochastic integration

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