1996Theory of Probability and Its ApplicationsRequires access

On Solutions of Integral Equations with an Extended Stochastic Integral

A. A. Dorogovtsev

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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.

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Available 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.

Key concepts: Mathematics, Stratonovich integral, Integral equation, Stochastic integral, Applied mathematics, Volume integral, Functional integration, Riemann integral

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