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Generalized parabolic functions on white noise space
- Source :
- Stochastic Processes and their Applications. 67(1):25-40
- Publication Year :
- 1997
- Publisher :
- Elsevier BV, 1997.
-
Abstract
- We study the positive solutions of a heat equation on an infinite-dimensional state space using Hida's white noise analysis. We establish an integral representation theorem for generalized parabolic functions via so-called generalized Cameron-Martin densities, and we apply the representation formula in the study of the positive generalized parabolic functions on the white noise space.
- Subjects :
- Statistics and Probability
Integral representation
Heat equation
Applied Mathematics
Mathematical analysis
Parabolic function
White noise
Space (mathematics)
Positive functiona
Modeling and Simulation
Modelling and Simulation
Hida functiona
State space (physics)
Representation (mathematics)
White noise space
Mathematics
Subjects
Details
- ISSN :
- 03044149
- Volume :
- 67
- Issue :
- 1
- Database :
- OpenAIRE
- Journal :
- Stochastic Processes and their Applications
- Accession number :
- edsair.doi.dedup.....65fc193c1dbc2413d0a90f5767cbf330
- Full Text :
- https://doi.org/10.1016/s0304-4149(97)00130-5