Generalized Solutions to Stochastic Problems as Regularized in a Broad Sense

DOI10.1007/978-3-319-48812-7_7zbMath1425.60056OpenAlexW2607352943MaRDI QIDQ3133425

Irina V. Melnikova

Publication date: 2 February 2018

Published in: Trends in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-48812-7_7

zbMATH Keywords

Fourier transformLaplace transformregularizationWiener processsemigroupdistributionsgeneralized solutionwhite noiseill-posed problemstochastic Cauchy problemGelfand-Shilov space

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) One-parameter semigroups and linear evolution equations (47D06) Integral transforms in distribution spaces (46F12) Generalized stochastic processes (60G20) Distributions on infinite-dimensional spaces (46F25)

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