On some classes of generalized random linear functionals

Distributions on infinite-dimensional spaces (46F25) Generalized stochastic processes (60G20) Random operators and equations (aspects of stochastic analysis) (60H25)

Review text

Let (\(\Omega\),\({\mathcal F},P)\) be a probability space and V be a topological vector space. A complex-valued function f on \(\Omega\times V\) is called a random linear functional if f(\(\cdot,v)\) is a random variable for all \(v\in V\) and f(\(\omega\),\(\cdot)\) is an element from the dual space V' for every \(\omega\in \Omega\). We consider two cases. First, V is the Beurling space of test functions \({\mathcal D}^{(M_ p)}({\mathcal O})\). In this case V' is the space of Beurling ultradistributions. Second, for V and V' we take spaces Exp \({\mathcal A}\) and Exp \({\mathcal A}'\), defined by the second author in SIAM J. Math. Anal. 17, 477-484 (1986; Zbl 0604.46042). These spaces are generalizations of Zeman spaces \({\mathcal A}\) and \({\mathcal A}'\). Elements from spaces Exp \({\mathcal A}\) and Exp \({\mathcal A}'\) have orthonormal expansions which are suitable for applications. We apply the representation in the latter case for solving stochastic evolution equations.

Cites work

Cited in

(11)

This page was built for publication: On some classes of generalized random linear functionals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1098161)