Actual problems of mathematics
On stochastic space-time Paley-Wiener-Zygmund integral
Published 2024-06-20
Keywords
- stochastic integral, Paley-Wiener-Zygmund integral, random Winer process
Copyright (c) 2024 Олег Бугрій, Наталія Бугрій, Віталій Власов (Автор)
This work is licensed under a Creative Commons Attribution 4.0 International License.
How to Cite
On stochastic space-time Paley-Wiener-Zygmund integral. (2024). Mathematics, Informatics, Physics: Science and Education, 1(1), 13-26. https://doi.org/10.31652/3041-1955-2024-01-02
Abstract
We consider one case of the stochastic integral of non-random function of many variables with respect to the random Winer process. We give definition of this integral and prove some it standard properties.
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