LINEAR SKOROHOD STOCHASTIC DIFFERENTIAL EQUATIONS IN THE TWO PARAMETER CASE
LINEAR SKOROHOD STOCHASTIC DIFFERENTIAL EQUATIONS IN THE TWO PARAMETER CASE
摘要
Using the method of the Wiener It chaos decomposition,we construct a solution of a linear Skorohod stochastic differential equation in the two parameter case.
Using the method of the Wiener It chaos decomposition,we construct a solution of a linear Skorohod stochastic differential equation in the two parameter case.
出处
《数学理论与应用》
2000年第2期1-10,共10页
Mathematical Theory and Applications
关键词
线性Skorohod随机微分方程
双参数
解
ITO公式
and phrases It formula,Malliavin calculus,two parameter Skorohod integral,Wiener It chaos decomposition.
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