S-transform and Hermite transform of Hilbert space-valued stochastic distributions with applications to stochastic differential equations / Melnikova I. V.,Alshanskiy M. A. // INTEGRAL TRANSFORMS AND SPECIAL FUNCTIONS. - 2011. - V. 22, l. 4-5, SI. - P. 293-301.

ISSN/EISSN:

1065-2469 / нет данных

Type:

Article; Proceedings Paper

Abstract:

The S-transform and the Hermite transform are defined on spaces of generalized stochastic distributions with values in a separable Hilbert space H. The applications to a stochastic differential equation in H are considered.

Author keywords:

S-transform; Hermite transform; stochastic distributions; Cauchy problem; white noise

DOI:

10.1080/10652469.2010.541041

Web of Science ID:

ISI:000290688800008

Соавторы в МНС:

Другие поля

Поле	Значение
Note	International Conference on Generalized Functions - Topics in Partial Differential Equations, Harmonic Analysis, and Geometry, Vienna, AUSTRIA, AUG 31-SEP 04, 2009
Publisher	TAYLOR \& FRANCIS LTD
Address	4 PARK SQUARE, MILTON PARK, ABINGDON OX14 4RN, OXON, ENGLAND
Language	English
Research-Areas	Mathematics
Web-of-Science-Categories	Mathematics, Applied; Mathematics
Author-Email	Irina.Melnikova@usu.ru
ResearcherID-Numbers	Alshanskiy, Maxim/C-1381-2013
Number-of-Cited-References	6
Usage-Count-Last-180-days	2
Usage-Count-Since-2013	26
Journal-ISO	Integral Transform. Spec. Funct.
Doc-Delivery-Number	765FL