This paper proposes an alternative theory to the Ito calculus due to Balakrishnan: the white noise theory in Hilbert spaces. The proposed approach extends Blakrishnan's theory to a new class of nonlinear systems. The method uses the theory of differential geometry to devise a suitable map which transforms the starting system in an equivalent one; then the techniques of white noise theory is applied to this equivalent system. Finally, by means of the inverse map, the existence of a white noise solution for the starting system is proved.

White Noise Solution for Nonlinear Stochastic Systems: In memory of A.V. Balakrishnan

CONTE, FRANCESCO;
2016-01-01

Abstract

This paper proposes an alternative theory to the Ito calculus due to Balakrishnan: the white noise theory in Hilbert spaces. The proposed approach extends Blakrishnan's theory to a new class of nonlinear systems. The method uses the theory of differential geometry to devise a suitable map which transforms the starting system in an equivalent one; then the techniques of white noise theory is applied to this equivalent system. Finally, by means of the inverse map, the existence of a white noise solution for the starting system is proved.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11567/871800
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