Nonlinear stochastic differential equations containing generalized delta processes

DOI10.1007/s00605-011-0356-7zbMath1255.60061OpenAlexW2076719557MaRDI QIDQ1758240

Danijela Rajter-Ćirić, Dora Seleši

Publication date: 8 November 2012

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

Full work available at URL: https://doi.org/10.1007/s00605-011-0356-7

zbMATH Keywords

white noiseColombeau algebranonlinear stochastic differential equationColombeau generalized stochastic processgeneralized delta process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalized stochastic processes (60G20) Applications of functional analysis in probability theory and statistics (46N30) Generalized functions for nonlinear analysis (Rosinger, Colombeau, nonstandard, etc.) (46F30)

Related Items (3)

Probabilistic properties of generalized stochastic processes in algebras of generalized functions ⋮ Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise ⋮ Operator differential-algebraic equations with noise arising in fluid dynamics

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