Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/75127
Type: Artigo de periódico
Title: STOCHASTIC INTEGRATION WITH RESPECT TO THE CYLINDRICAL WIENER PROCESS VIA REGULARIZATION
Author: Olivera, C
Abstract: 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.
Subject: Stochastic calculus via regularization
Russo-Vallois integrals
cylindrical Wiener process
stochastic partial differential equation
parabolic equation
Country: Singapura
Editor: World Scientific Publ Co Pte Ltd
Rights: fechado
Identifier DOI: 10.1142/S0219025713500240
Date Issue: 2013
Appears in Collections:Artigos e Materiais de Revistas Científicas - Unicamp

Files in This Item:
There are no files associated with this item.


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.