Probabilistic properties of generalized stochastic processes in algebras of generalized functions

DOI10.1007/S00605-017-1109-ZzbMATH Open1429.60042OpenAlexW2766637214MaRDI QIDQ1662402FDOQ1662402

Snežana Gordić, Michael Oberguggenberger, Stevan Pilipović, Dora Seleši

Publication date: 20 August 2018

Published in: Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00605-017-1109-z

zbMATH Keywords

Gaussian processesgeneralized characteristic functionsColombeau stochastic processesgeneralized correlation functionpoint values of generalized functions

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Gaussian processes (60G15) Microlocal methods and methods of sheaf theory and homological algebra applied to PDEs (35A27) Generalized stochastic processes (60G20) Functional analysis over fields other than (mathbb{R}) or (mathbb{C}) or the quaternions; non-Archimedean functional analysis (46S10) Generalized functions for nonlinear analysis (Rosinger, Colombeau, nonstandard, etc.) (46F30)

Cites Work

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Cited In (7)

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• Algebraic properties of stochastic effectivity functions
• Validation of Stochastic Systems
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• Generalized stochastic processes in algebras of generalized functions: independence, stationarity and SPDEs
• Title not available (Why is that?)

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