Probabilistic properties of generalized stochastic processes in algebras of generalized functions

DOI10.1007/s00605-017-1109-zzbMath1429.60042OpenAlexW2766637214MaRDI QIDQ1662402

Snežana Gordić, Michael Oberguggenberger, Dora Seleši, Stevan Pilipović

Publication date: 20 August 2018

Published in: Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00605-017-1109-z

zbMATH Keywords

Gaussian processesgeneralized characteristic functionsColombeau stochastic processesgeneralized correlation functionpoint values of generalized functions

Mathematics Subject Classification ID

Gaussian processes (60G15) Characteristic functions; other transforms (60E10) Functional analysis over fields other than (mathbb{R}) or (mathbb{C}) or the quaternions; non-Archimedean functional analysis (46S10) Generalized stochastic processes (60G20) Microlocal methods and methods of sheaf theory and homological algebra applied to PDEs (35A27) Generalized functions for nonlinear analysis (Rosinger, Colombeau, nonstandard, etc.) (46F30)

Related Items (1)

Generalized stochastic processes in algebras of generalized functions: independence, stationarity and SPDEs

Cites Work

• Positivity and positive definiteness in generalized function algebras
• Generalized stochastic processes in algebras of generalized functions
• Nonlinear stochastic differential equations containing generalized delta processes
• Generalized stochastic processes in algebras of generalized functions: independence, stationarity and SPDEs
• Algebra of Generalized Stochastic Processes and the Stochastic Dirichlet Problem
• Nonlinear stochastic wave equations
• Foundations of Modern Probability
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