Extension of stochastic dynamical system involving generalized brownian functionals

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. © 2009 Springer Berlin Heidelberg.