Spectral representation of stochastic integration operators
The spectral representation for stochastic integration operators with respect to the Wiener process is proposed in the form of a composition of spectral characteristics used in the spectral form of mathematical description for control systems. This spectral representation can be defined relative to...
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| Format: | Article |
| Language: | English |
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EDP Sciences
2022-01-01
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| Series: | MATEC Web of Conferences |
| Online Access: | https://www.matec-conferences.org/articles/matecconf/pdf/2022/09/matecconf_cmmass2021_01027.pdf |