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Generalized parabolic functions on white noise space

Authors :
Zhongmin Qian
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.

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