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Items for "White noise"

White Noise Approach to stochastic integration

We extend to white noise integrals the scalar type integrator inequalities introduced by Accardi, Fagnola and Quaegebeur [1] as a generalization of the Hudson–Parthasarathy basic estimates on stochastic integrals...

Keywords: White noise, Maximal algebraic domain, Estimates on white noise stochastic integrals

12/2005 | Random Operators and Stochastic Equations, Walter de Gruyter
Expansion of random boundary excitations for elliptic PDEs

In this paper we deal with elliptic boundary value problems with random boundary conditions...

Keywords: White noise, generalized random processes, KarhunenLove expansion, Poisson integral formula, random boundary excitations, Laplace, biharmonic, and Lam equations

01/2008 | Monte Carlo Methods and Applications, Walter de Gruyter