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)_+. |
|| Close window || |