Probabilistic properties of generalized stochastic processes in algebras of generalized functions

DOI10.1007/S00605-017-1109-ZMaRDI QIDQ1662402zbMATH OpenOpenAlexFDO

Authors Snežana Gordić, Michael Oberguggenberger, Dora Seleši, Stevan Pilipović

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

Colombeau stochastic processesGaussian processesgeneralized characteristic functionsgeneralized correlation functionpoint values of generalized functions

Mathematics Subject Classification ID

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

Recommendations

• Generalized stochastic processes in algebras of generalized functions: independence, stationarity and SPDEs
• Generalized stochastic processes in algebras of generalized functions
• Publication:4505783
• scientific article; zbMATH DE number 797358
• scientific article; zbMATH DE number 1200198

Cites work

• Algebra of Generalized Stochastic Processes and the Stochastic Dirichlet Problem
• Foundations of Modern Probability
• Generalized stochastic processes in algebras of generalized functions
• Generalized stochastic processes in algebras of generalized functions: independence, stationarity and SPDEs
• scientific article; zbMATH DE number 1716306 (Why is no real title available?)
• scientific article; zbMATH DE number 3844389 (Why is no real title available?)
• scientific article; zbMATH DE number 45780 (Why is no real title available?)
• scientific article; zbMATH DE number 1226424 (Why is no real title available?)
• scientific article; zbMATH DE number 1341727 (Why is no real title available?)
• scientific article; zbMATH DE number 1121867 (Why is no real title available?)
• scientific article; zbMATH DE number 5244052 (Why is no real title available?)
• scientific article; zbMATH DE number 3220706 (Why is no real title available?)
• Nonlinear stochastic differential equations containing generalized delta processes
• Nonlinear stochastic wave equations
• Positivity and positive definiteness in generalized function algebras

Cited in

(11)

• Generalized stochastic processes in algebras of generalized functions
• Generalized stochastic processes in algebras of generalized functions: independence, stationarity and SPDEs
• scientific article; zbMATH DE number 3917726 (Why is no real title available?)
• scientific article; zbMATH DE number 4058509 (Why is no real title available?)
• Algebraic properties of stochastic effectivity functions
• scientific article; zbMATH DE number 1036704 (Why is no real title available?)
• scientific article; zbMATH DE number 1512146 (Why is no real title available?)
• scientific article; zbMATH DE number 2147768 (Why is no real title available?)
• Validation of Stochastic Systems
• Generalized solutions to hyperbolic systems with random field coefficients
• Structure theorems for generalized random processes

This page was built for publication: Probabilistic properties of generalized stochastic processes in algebras of generalized functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1662402)