Generalized stochastic processes in algebras of generalized functions

DOI10.1016/j.jmaa.2008.11.065zbMath1160.60322OpenAlexW2037047467MaRDI QIDQ1014689

Dora Seleši, Stevan Pilipović, Radoslava Mirkov

Publication date: 29 April 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2008.11.065

zbMATH Keywords

Gaussian processespositive definite functionsgeneralized stochastic processescolombeau algebras

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic processes (60G99)

Related Items

Generalized stochastic processes in algebras of generalized functions: independence, stationarity and SPDEs ⋮ Probabilistic properties of generalized stochastic processes in algebras of generalized functions ⋮ Tempered generalized functions and Hermite expansions ⋮ Nonlinear stochastic differential equations containing generalized delta processes

Cites Work

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• A two-space dimensional semilinear heat equation perturbed by (Gaussian) white noise
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