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Stochastic levi sums
Author(s) -
Watanabe Shinzo
Publication year - 1994
Publication title -
communications on pure and applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.12
H-Index - 115
eISSN - 1097-0312
pISSN - 0010-3640
DOI - 10.1002/cpa.3160470509
Subject(s) - mathematics , malliavin calculus , analogy , stochastic differential equation , class (philosophy) , construct (python library) , stochastic calculus , frame (networking) , pure mathematics , stochastic partial differential equation , partial differential equation , calculus (dental) , mathematical analysis , computer science , medicine , telecommunications , linguistics , philosophy , dentistry , artificial intelligence , programming language
An analogy of Levi sums is considered for a class of stochastic partial differential equations to construct their stochastic fundamental solutions. These notions are shown to coincide with Donsker's delta functions , typical generalized Wiener functionals, which have been studied in the frame of the Malliavin calculus. © 1994 John Wiley & Sons, Inc.

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