Generalized Random Processes: A Theory and the White Gaussian Process

DOI10.1137/0313041MaRDI QIDQ5180163zbMATH OpenOpenAlexFDO

Authors B. D. Tapley, Hiroshi Inaba

Publication date 1975

Published in SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0313041

Mathematics Subject Classification ID

Generalized stochastic processes (60G20)

Cited in

(4)

• Generalized stochastic processes in algebras of generalized functions
• On the connection between ordinary and generalized stochastic processes
• EXPANSION THEOREMS FOR GENERALIZED RANDOM PROCESSES, WICK PRODUCTS AND APPLICATIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS
• Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling

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