Modelisation Stochastique Pour 1es Systemes a Constantes Reparties (Stochastic Modeling for Systems with Constant Intervals),

Abstract

The problem of definition of 'white noise' with time-and space- parameters is presented. This question leads to the definition of stochastic linear functionnals on Hilbert spaces. The stochastic integrals appear as a particular case of this general functionnals. This notion is used for a formal mathematical description of systems, which are governed by partial differential equations. A new form of stochastic state-variable representation is presented.

Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1970
Accession Number
AD0722091

Entities

People

  • A. Bensoussan

Organizations

  • Mines ParisTech

Tags

DTIC Thesaurus Topics

  • Differential Equations
  • Equations
  • Hilbert Space
  • Integrals
  • Intervals
  • Mathematical Analysis
  • Mathematics
  • Partial Differential Equations
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Small Business Innovation Research Program (SBIR) EDI Research and Innovation.

Technology Areas

  • Space