ON STOCHASTIC GENERALIZED FUNCTIONS

DOI10.1142/S0219025711004407zbMath1236.46039arXiv1002.0454OpenAlexW2963012526MaRDI QIDQ3013571

Christian Olivera, Pedro José Catuogno

Publication date: 18 July 2011

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1002.0454

zbMATH Keywords

Wick productparabolic equationwhite noisegeneralized functionsColombeau algebras

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) White noise theory (60H40) Generalized functions for nonlinear analysis (Rosinger, Colombeau, nonstandard, etc.) (46F30)

Related Items (6)

Renormalized-generalized solutions for the KPZ equation ⋮ Tempered generalized functions and Hermite expansions ⋮ Time-dependent tempered generalized functions and Itô’s formula ⋮ Strong solution of the stochastic Burgers equation ⋮ Imbedding of infinite dimensional distributions into simplified Colombeau type algebras ⋮ STOCHASTIC INTEGRATION WITH RESPECT TO THE CYLINDRICAL WIENER PROCESS VIA REGULARIZATION

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