Journal ArticleDOI
Relationships between measures induced by Itô and white noise linear equations
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TLDR
In this article, it was shown that the Ito and white noise approach produce essentially the same measures as the Gaussian measures for C and L 2 and applied to the theory of stochastic differential equations.About:
This article is published in Mathematics and Computers in Simulation.The article was published on 1984-08-01. It has received 1 citations till now. The article focuses on the topics: Stochastic partial differential equation & Additive white Gaussian noise.read more
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Journal ArticleDOI
On Powers of Gaussian White Noise
TL;DR: It is shown that a renormalization and centering of powers of band-limited Gaussian processes is Gaussian white noise, and, as a consequence, homogeneous polynomials under suitable renormalized processes remain white noises.
References
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Book
Linear estimation and stochastic control
TL;DR: Linear estimation theory. Hilbert space. Othogonal increments processes. Stochastic linear regulator. Separation principle. Linear stochastic control and dynamic programming as discussed by the authors.
Book
Gaussian Random Processes
Iskander Ibragimov,Y. A. Rozanov +1 more
TL;DR: In this paper, the authors define a set of conditions for absolute regularity and information regularity of Stationary Random Processes in a Euclidean space, and a special class of stationary processes with continuous time.
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