機率研討會

主講者: Professor Yasushi Ishikawa (Ehime University)
講題: Analysis on the Wiener-Poisson space and its application to Ito type S.D.E
時間: 2011-05-06 (Fri.)  10:30 - 11:30
地點: 數學所 722 研討室 (台大院區)
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)_+.
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