Báo cáo đã qua・Học kỳ 1, năm học 2013–2014
201310/25T6 Báo cáo

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 Tòa nhà Hồng Kinh 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.