Generalized Solutions to Stochastic Problems as Regularized in a Broad Sense
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Publication:3133425
DOI10.1007/978-3-319-48812-7_7zbMath1425.60056MaRDI QIDQ3133425
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
Fourier transform; Laplace transform; regularization; Wiener process; semigroup; distributions; generalized solution; white noise; ill-posed problem; stochastic Cauchy problem; Gelfand-Shilov space
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
47D06: One-parameter semigroups and linear evolution equations
46F12: Integral transforms in distribution spaces
60G20: Generalized stochastic processes
46F25: Distributions on infinite-dimensional spaces