维纳泛函的小波变换及其应用

IF 0.8 4区数学 Q3 MATHEMATICS, APPLIED Stochastics-An International Journal of Probability and Stochastic Processes Pub Date : 2014-08-05 DOI:10.1080/17442508.2013.879144

M. Claude

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引用次数: 1

摘要

对维纳泛函定义了小波变换。刻画了维纳泛函的全局和局部规律性，给出了密度的存在性和规律性的判据。该准则适用于扩散过程和倒向随机微分方程的解。

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The wavelet transform for Wiener functionals and some applications

The wavelet transform is defined for Wiener functionals. We characterize global and local regularities of Wiener functionals and we give a criterion for the existence and regularity of densities. Such a criterion is applied to diffusion processes and to the solutions to backward stochastic differential equations.

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来源期刊

Stochastics-An International Journal of Probability and Stochastic Processes MATHEMATICS, APPLIED-STATISTICS & PROBABILITY

CiteScore

1.90

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： Stochastics: An International Journal of Probability and Stochastic Processes is a world-leading journal publishing research concerned with stochastic processes and their applications in the modelling, analysis and optimization of stochastic systems, i.e. processes characterized both by temporal or spatial evolution and by the presence of random effects. Articles are published dealing with all aspects of stochastic systems analysis, characterization problems, stochastic modelling and identification, optimization, filtering and control and with related questions in the theory of stochastic processes. The journal also solicits papers dealing with significant applications of stochastic process theory to problems in engineering systems, the physical and life sciences, economics and other areas. Proposals for special issues in cutting-edge areas are welcome and should be directed to the Editor-in-Chief who will review accordingly. In recent years there has been a growing interaction between current research in probability theory and problems in stochastic systems. The objective of Stochastics is to encourage this trend, promoting an awareness of the latest theoretical developments on the one hand and of mathematical problems arising in applications on the other.