Geodesic
On solutions of integral equations with an extended stochastic integral
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 3, pp. 508-522

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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. 
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     author = {A. A. Dorogovtsev},
     title = {On solutions of integral equations with an extended stochastic integral},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {508--522},
     publisher = {mathdoc},
     volume = {40},
     number = {3},
     year = {1995},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a2/}
}
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A. A. Dorogovtsev. On solutions of integral equations with an extended stochastic integral. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 3, pp. 508-522. http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a2/