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  • 标题:White Noise Solution for Nonlinear Stochastic Systems
  • 其他标题:In memory of A.V. Balakrishnan
  • 本地全文:下载
  • 作者:Filippo Cacace ; Filippo Cacace ; Francesco Conte
  • 期刊名称:IFAC PapersOnLine
  • 印刷版ISSN:2405-8963
  • 出版年度:2016
  • 卷号:49
  • 期号:18
  • 页码:327-332
  • DOI:10.1016/j.ifacol.2016.10.186
  • 语种:English
  • 出版社:Elsevier
  • 摘要: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.
  • 关键词:KeywordsWhite Noise TheoryNonlinear SystemsNonlinear Stochastic Modeling
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