歷史演講・102 學年度上學期
201310/25週五 演講

It^o formula for generalized white noise functionals

李育嘉教授高雄大學應用數學系 上午 10:00–12:00 鴻經館 328 室
Without the definition of It^o integral, we are able to derive "It^o's formula", in the proof we show that the Hitsuda-Skorokhod integral appear naturally. In this talk we shall show that the Hitsuda-Skorokhod integral may be defined for any Gaussian and Non- Gaussian L evy functionals.