Speaker :
| Professor Yasushi Ishikawa (Ehime University) |
Title :
|
Analysis on the Wiener-Poisson space and its application to Ito type S.D.E |
Time :
| 2011-05-06 (Fri) 10:00 - 12:00 |
Place : |
Seminar Room 722, Institute of Mathematics (NTU Campus) |
Abstract: |
Let F be a Wiener-Poisson functional. Suppose F=F(ε) depends on a small parameter ε>0. We would like to define Φ。F(ε) forΦ a tempered distribution and make an asymptotic expansion Φ。F(ε)= Φ_0+εΦ_1+ε^2Φ_2+・・・
in some norm with respect to ε. Examples forΦ areΦ=δ_{x_0}, Φ=H(x)=1_{x>0} andΦ=(x-x_0)_+. |