FRACTIONAL STOCHASTIC EVOLUTION EQUATIONS WITH BALAKRISHNAN’S WHITE NOISE

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2022Publisher:Muk Publications and DistributionsJournal:Global and Stochastic Analysis, volume 9, pages 53-70

Authors: MAMADSHO ILOLOV; SUKHROB LASHKARBEKOV; JAMSHED SH. RAHMATOV;

doi: 10.64837/gsa.9.3.7 , 10.5281/zenodo.7050146 , 10.5281/zenodo.7050147

FRACTIONAL STOCHASTIC EVOLUTION EQUATIONS WITH BALAKRISHNAN’S WHITE NOISE

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Abstract

Abstract. For a fractional stochastic differential equation in a Hilbert space with white noise of the Balakrishnan type, existence and uniqueness theorems for solutions are established. The correlation operator of the stochastic solution is calculated. The results obtained are used in digital signal processing in space communication systems and in the analysis of the profitability of securities.

Related Organizations

Tajik State Pedagogical University
Tajikistan

Keywords

finitely additive Gaussian measures, Balakrishnan's white noise, weak solutions, correlation operator.

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