Generalized parabolic functions on white noise space

We study the positive solutions of a heat equation on an infinite-dimensional state space using Hida's white noise analysis. We establish an integral representation theorem for generalized parabolic functions via so-called generalized Cameron-Martin densities, and we apply the representation formula in the study of the positive generalized parabolic functions on the white noise space.

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Year of publication:	1997
Authors:	Qian, Zhongmin
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 67.1997, 1, p. 25-40
Publisher:	Elsevier
Keywords:	Heat equation Hida functiona Parabolic function Positive functiona White noise space

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875774