Published 2016 | Version v1
Publication

White Noise Solution for Nonlinear Stochastic Systems: In memory of A.V. Balakrishnan

Description

This paper proposes an alternative theory to the Ito calculus due to Balakrishnan: the white noise theory in Hilbert spaces. The proposed approach extends Blakrishnan's theory to a new class of nonlinear systems. The method uses the theory of differential geometry to devise a suitable map which transforms the starting system in an equivalent one; then the techniques of white noise theory is applied to this equivalent system. Finally, by means of the inverse map, the existence of a white noise solution for the starting system is proved.

Additional details

Identifiers

URL
http://hdl.handle.net/11567/871800
URN
urn:oai:iris.unige.it:11567/871800

Origin repository

Origin repository
UNIGE