The generalized hu-meyer formula for random kernels

The generalized hu-meyer formula for random kernels A theory of Hilbert-space-valued traces and multiple integration is developed for kernels in L 2 ((0, 1) p × Θ). The multiple Ogawa and the multiple Stratonovich integrals for such kernels are introduced and sufficient conditions for their existence are obtained. The derivation of the Hu-Meyer formula connecting the multiple Ogawa and the multiple Stratonovich integrals requires the introduction of traces of random kernels. Such a derivation is obtained under appropriate conditions. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics and Optimization Springer Journals

The generalized hu-meyer formula for random kernels

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Publisher
Springer-Verlag
Copyright
Copyright © 1997 by Springer-Verlag New York Inc.
Subject
Mathematics; Systems Theory, Control; Calculus of Variations and Optimal Control; Optimization; Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Methods
ISSN
0095-4616
eISSN
1432-0606
D.O.I.
10.1007/BF02683327
Publisher site
See Article on Publisher Site

Abstract

A theory of Hilbert-space-valued traces and multiple integration is developed for kernels in L 2 ((0, 1) p × Θ). The multiple Ogawa and the multiple Stratonovich integrals for such kernels are introduced and sufficient conditions for their existence are obtained. The derivation of the Hu-Meyer formula connecting the multiple Ogawa and the multiple Stratonovich integrals requires the introduction of traces of random kernels. Such a derivation is obtained under appropriate conditions.

Journal

Applied Mathematics and OptimizationSpringer Journals

Published: Mar 1, 1997

References

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