Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5002334 | IFAC-PapersOnLine | 2016 | 6 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Filippo Cacace, Francesco Conte, Alfredo Germani, Giovanni Palombo,