Algebra of Generalized Stochastic Processes and the Stochastic Dirichlet Problem
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chaos expansionColombeau algebraelliptic linear differential operatorgeneralized expectationgeneralized random processWick product
PDEs with randomness, stochastic partial differential equations (35R60) Generalized functions for nonlinear analysis (Rosinger, Colombeau, nonstandard, etc.) (46F30) Applications of functional analysis in probability theory and statistics (46N30) Generalized stochastic processes (60G20) Applications of stochastic analysis (to PDEs, etc.) (60H30) White noise theory (60H40)
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Cites work
- A multiplication of distributions
- Approximations of linear Dirichlet problems with singularities
- EXPANSION THEOREMS FOR GENERALIZED RANDOM PROCESSES, WICK PRODUCTS AND APPLICATIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS
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- Nonlinear stochastic wave equations
- Stability properties of stochastic partial differential equations
- Stochastic differential equations driven by generalized positive noise
Cited in
(19)- Generalized stochastic processes in algebras of generalized functions
- Probabilistic properties of generalized stochastic processes in algebras of generalized functions
- Nonlinear stochastic differential equations containing generalized delta processes
- Stochastic parabolic equations with singular potentials
- Generalized stochastic processes in algebras of generalized functions: independence, stationarity and SPDEs
- On stochastic generalized functions
- The stochastic Dirichlet problem driven by the Ornstein-Uhlenbeck operator: approach by the Fredholm alternative for chaos expansions
- scientific article; zbMATH DE number 3868358 (Why is no real title available?)
- Coincidence of the \sigma-Algebras in a Scheme of Partially Observable Diffusion Processes
- scientific article; zbMATH DE number 1981804 (Why is no real title available?)
- scientific article; zbMATH DE number 2086944 (Why is no real title available?)
- scientific article; zbMATH DE number 836614 (Why is no real title available?)
- Validation of Stochastic Systems
- On the generalized stochastic Dirichlet problem. II: Solvability, stability and the Colombeau case
- Fundamental solutions of singular SPDEs
- Generalized solutions to hyperbolic systems with random field coefficients
- Stochastic very weak solutions to parabolic equations with singular coefficients
- Stochastic evolution equations with Wick-analytic nonlinearities
- On the generalized stochastic Dirichlet problem. I: The stochastic weak maximum principle
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