Regular Gaussian random operators and Strook--Varadhan theorem for symmetric stochastic Fredholm-type equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 2, pp. 262-273
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Regular Gaussian functionals are introduced and studied; the results obtained are applied to the investigation of properties of the distribution of solutions of equations with Gaussian random operators. In particular, an analogue of the Strook–Varadhan theorem for linear stochastic Fredholm-type integral equations is proved.
Keywords:
Gaussian white noise, regular random element, strong random operator, topological support of a measure.
@article{TVP_1997_42_2_a2,
author = {A. M. Kulik},
title = {Regular {Gaussian} random operators and {Strook--Varadhan} theorem for symmetric stochastic {Fredholm-type} equations},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {262--273},
publisher = {mathdoc},
volume = {42},
number = {2},
year = {1997},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1997_42_2_a2/}
}
TY - JOUR AU - A. M. Kulik TI - Regular Gaussian random operators and Strook--Varadhan theorem for symmetric stochastic Fredholm-type equations JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1997 SP - 262 EP - 273 VL - 42 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1997_42_2_a2/ LA - ru ID - TVP_1997_42_2_a2 ER -
%0 Journal Article %A A. M. Kulik %T Regular Gaussian random operators and Strook--Varadhan theorem for symmetric stochastic Fredholm-type equations %J Teoriâ veroâtnostej i ee primeneniâ %D 1997 %P 262-273 %V 42 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1997_42_2_a2/ %G ru %F TVP_1997_42_2_a2
A. M. Kulik. Regular Gaussian random operators and Strook--Varadhan theorem for symmetric stochastic Fredholm-type equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 2, pp. 262-273. http://geodesic.mathdoc.fr/item/TVP_1997_42_2_a2/