In this chapter, we develop a theory of stochastic integration that is suitable for integrating random functions of space and time with respect to space-time white noise \(W=(W(A),\, A\in \mathcal B^f_{\mathbb {R}\times D})\) .

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Stochastic Integrals with Respect to Space-Time White Noise

  • Robert C. Dalang,
  • Marta Sanz-Solé

摘要

In this chapter, we develop a theory of stochastic integration that is suitable for integrating random functions of space and time with respect to space-time white noise \(W=(W(A),\, A\in \mathcal B^f_{\mathbb {R}\times D})\) .