On Stochasticl Integration by Series of Wiener Integrals.

Abstract

Stochastic integrals of random functions with respect to a white noise random measure are defiend in terms of random series of usual Wiener integrals. Conditions for the existence of such integrals are obtained in terms of the nuclearity of certain operators on L2-spaces. The relation with the Fisk-Stratonovich symmetric integral is also discussed. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1985
Accession Number
ADA161514

Entities

People

  • Jan Rosinski

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Contracts
  • Convergence
  • Data Science
  • Fourier Series
  • Gaussian Processes
  • Hilbert Space
  • Information Science
  • Integrals
  • Nanofibers
  • Noise
  • North Carolina
  • Probability
  • Statistics
  • Stochastic Processes
  • Universities
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Mathematical Modeling and Probability Theory.

Technology Areas

  • Space