A Gaussian measure is introduced on the space of Hilbert space valued tempered distributions. It is used to define a Hilbert space valued Q-Wiener process and a white noise process with a nuclear covariance operator Q. The proposed construction is used for solving operator-differential equations with additive noise with the operator coefficient generating an n-times integrated exponentially bounded semigroup.
Original languageEnglish
Pages (from-to)491-500
Number of pages10
JournalBulletin of the Australian Mathematical Society
Volume68
Issue number3
DOIs
Publication statusPublished - 2003

    WoS ResearchAreas Categories

  • Mathematics

    ASJC Scopus subject areas

  • General Mathematics

ID: 43958014