On Solutions of Integral Equations with an Extended Stochastic Integral
A. A. Dorogovtsev
Abstract
A. A. Dorogovtsev
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.
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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.
Key concepts: Mathematics, Stratonovich integral, Integral equation, Stochastic integral, Applied mathematics, Volume integral, Functional integration, Riemann integral