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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作  者:吴奖伦 

出  处:《Acta Mathematica Scientia》1993年第2期220-228,共9页数学物理学报(B辑英文版)

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.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.

关 键 词:VALUED NONLINEAR RANDOM FUNCTIONALS ON MULTIPLE WIENER INTEGRAL EXPANSIONS FOR D ONB 

分 类 号:O1,O4[理学—数学]

 

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