• Medientyp: E-Artikel
  • Titel: Stochastic levi sums
  • Beteiligte: Watanabe, Shinzo
  • Erschienen: Wiley, 1994
  • Erschienen in: Communications on Pure and Applied Mathematics, 47 (1994) 5, Seite 767-786
  • Sprache: Englisch
  • DOI: 10.1002/cpa.3160470509
  • ISSN: 1097-0312; 0010-3640
  • Schlagwörter: Applied Mathematics ; General Mathematics
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  • Beschreibung: AbstractAn analogy of Levi sums is considered for a class of stochastic partial differential equations to construct their stochastic fundamental solutions. These notions are shown to coincide with Donsker's delta functions, typical generalized Wiener functionals, which have been studied in the frame of the Malliavin calculus. © 1994 John Wiley & Sons, Inc.