dc.creator | Olivera, C | |
dc.date | 2013 | |
dc.date | SEP | |
dc.date | 2014-07-31T14:12:08Z | |
dc.date | 2015-11-26T16:31:33Z | |
dc.date | 2014-07-31T14:12:08Z | |
dc.date | 2015-11-26T16:31:33Z | |
dc.date.accessioned | 2018-03-28T23:12:38Z | |
dc.date.available | 2018-03-28T23:12:38Z | |
dc.identifier | Infinite Dimensional Analysis Quantum Probability And Related Topics. World Scientific Publ Co Pte Ltd, v. 16, n. 3, 2013. | |
dc.identifier | 0219-0257 | |
dc.identifier | 1793-6306 | |
dc.identifier | WOS:000326539300005 | |
dc.identifier | 10.1142/S0219025713500240 | |
dc.identifier | http://www.repositorio.unicamp.br/jspui/handle/REPOSIP/75127 | |
dc.identifier | http://repositorio.unicamp.br/jspui/handle/REPOSIP/75127 | |
dc.identifier.uri | http://repositorioslatinoamericanos.uchile.cl/handle/2250/1270252 | |
dc.description | Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) | |
dc.description | 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. | |
dc.description | 16 | |
dc.description | 3 | |
dc.description | FAEPEX [1324/12] | |
dc.description | Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) | |
dc.description | Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) | |
dc.description | FAEPEX [1324/12] | |
dc.description | FAPESP [2012/18789-0] | |
dc.language | en | |
dc.publisher | World Scientific Publ Co Pte Ltd | |
dc.publisher | Singapore | |
dc.publisher | Singapura | |
dc.relation | Infinite Dimensional Analysis Quantum Probability And Related Topics | |
dc.relation | Infin. Dimens. Anal. Quantum Probab. Relat. Top. | |
dc.rights | fechado | |
dc.source | Web of Science | |
dc.subject | Stochastic calculus via regularization | |
dc.subject | Russo-Vallois integrals | |
dc.subject | cylindrical Wiener process | |
dc.subject | stochastic partial differential equation | |
dc.subject | parabolic equation | |
dc.subject | Generalized-functions | |
dc.subject | Hermite Expansions | |
dc.subject | Ito Formula | |
dc.subject | Equations | |
dc.title | STOCHASTIC INTEGRATION WITH RESPECT TO THE CYLINDRICAL WIENER PROCESS VIA REGULARIZATION | |
dc.type | Artículos de revistas | |