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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 1995 Volume 40, Issue 3, Pages 508–522 (Mi tvp3446)
On solutions of integral equations with an extended stochastic integral

A. A. Dorogovtsev

Institute of Mathematics, Ukrainian National Academy of Sciences

Abstract: Integral equations of the second kind with a step kernel and extended stochastic integrals are considered. The existence of generalized solutions that can be treated as usual random processes is shown.

Keywords: extended stochastic integral, generalized Wiener functionals, stochastic integral equations.

Received: 15.06.1992


 English version: Theory of Probability and its Applications, 1995, 40:3, 456–468

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