ON MULTIPLE WIENER INTEGRAL EXPANSIONS FOR D'-VALUED NONLINEAR RANDOM FUNCTIONALS

数学物理学报(英文版) ›› 1993, Vol. 13 ›› Issue (2): 220-228.

ON MULTIPLE WIENER INTEGRAL EXPANSIONS FOR D'-VALUED NONLINEAR RANDOM FUNCTIONALS

吴奖伦

Dept. of Math., Wuhan Unsv. Wuhan 430072, China

收稿日期:1991-10-12 出版日期:1993-06-25 发布日期:1993-06-25

ON MULTIPLE WIENER INTEGRAL EXPANSIONS FOR D'-VALUED NONLINEAR RANDOM FUNCTIONALS

Wu Jianglun

Dept. of Math., Wuhan Unsv. Wuhan 430072, China

Received:1991-10-12 Online:1993-06-25 Published:1993-06-25

摘要/Abstract

摘要： In this paper, the multiple stochastic integral with respect to a Wiener D'-process is defined. And also it is shown that for a D'-valued nonlinear random functional there exists a sequence of multiple integral kernels such that the nonlinear functional can be expanded by series of multiple Wiener integrals of the integral kernels with respect to the Wiener D'-process.

吴奖伦. ON MULTIPLE WIENER INTEGRAL EXPANSIONS FOR D'-VALUED NONLINEAR RANDOM FUNCTIONALS[J]. 数学物理学报(英文版), 1993, 13(2): 220-228.

Wu Jianglun. ON MULTIPLE WIENER INTEGRAL EXPANSIONS FOR D'-VALUED NONLINEAR RANDOM FUNCTIONALS[J]. Acta mathematica scientia,Series B, 1993, 13(2): 220-228.

ON MULTIPLE WIENER INTEGRAL EXPANSIONS FOR D'-VALUED NONLINEAR RANDOM FUNCTIONALS

ON MULTIPLE WIENER INTEGRAL EXPANSIONS FOR D'-VALUED NONLINEAR RANDOM FUNCTIONALS

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