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https://open.uns.ac.rs/handle/123456789/4095
Title: | Nonhomogeneous first-order linear Malliavin type differential equation | Authors: | Levajković T. Seleši, Dora |
Issue Date: | 1-Jan-2013 | Journal: | Pseudo-Differential Operators, Generalized Functions and Asymptotics | Abstract: | © Springer Basel 2013. All rights reserved. In this paper we solve a nonhomogeneous first-order linear equation involving the Malliavin derivative operator with stochastic coefficients by use of the chaos expansion method. We prove existence and uniqueness of a solution in a certain weighted space of generalized stochastic distributions and represent the obtained solution in the Wiener-Itô chaos expansion form. | URI: | https://open.uns.ac.rs/handle/123456789/4095 | ISBN: | 9783034805858 | DOI: | 10.1007/978-3-0348-0585-8 |
Appears in Collections: | PMF Publikacije/Publications |
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