Abstract
Applying white noise analysis theory, an extension of the stochastic dynamical system involving generalized Brownian functionals and anticipating diffusion coefficient is proposed, moreover, as it has been shown in the proof of theorem 3.1 that the Picard’s iteration works rather well in the U-functional method in the extended system.
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Yu, L. (2009). Extension of Stochastic Dynamical System Involving Generalized Brownian Functionals. In: Yu, W., He, H., Zhang, N. (eds) Advances in Neural Networks – ISNN 2009. ISNN 2009. Lecture Notes in Computer Science, vol 5551. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-01507-6_6
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DOI: https://doi.org/10.1007/978-3-642-01507-6_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-01506-9
Online ISBN: 978-3-642-01507-6
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