Nonlinear stochastic differential equations containing generalized delta processes

DOI10.1007/s00605-011-0356-7zbMath1255.60061MaRDI QIDQ1758240

Danijela Rajter-Ćirić, Dora Seleši

Publication date: 8 November 2012

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

Full work available at URL: https://doi.org/10.1007/s00605-011-0356-7

zbMATH Keywords

white noise; Colombeau algebra; nonlinear stochastic differential equation; Colombeau generalized stochastic process; generalized delta process

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60G20: Generalized stochastic processes

46N30: Applications of functional analysis in probability theory and statistics

46F30: Generalized functions for nonlinear analysis (Rosinger, Colombeau, nonstandard, etc.)

Related Items

Operator differential-algebraic equations with noise arising in fluid dynamics, Probabilistic properties of generalized stochastic processes in algebras of generalized functions, Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stability analysis of a class of stochastic differential delay equations with nonlinear impulsive effects
• Fundamental solutions of singular SPDEs
• Foundations of the calculus of variations in generalized function algebras
• Generalized stochastic processes in algebras of generalized functions
• Constructal multidisciplinary optimization of electromagnet based on entransy dissipation minimization
• Oscillation of the solutions of a class of impulsive differential equations with a deviating argument
• ON SOLVING STOCHASTIC INITIAL-VALUE DIFFERENTIAL EQUATIONS
• Stochastic differential equations driven by generalized positive noise
• EXPANSION THEOREMS FOR GENERALIZED RANDOM PROCESSES, WICK PRODUCTS AND APPLICATIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS
• Algebra of Generalized Stochastic Processes and the Stochastic Dirichlet Problem
• Nonlinear stochastic wave equations
• STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS AND TURBULENCE
• Characterization of colombeau generalized functions by their pointvalues
• A rigorous solution concept for geodesic and geodesic deviation equations in impulsive gravitational waves
• NONLINEAR STOCHASTIC WAVE EQUATION WITH COLOMBEAU GENERALIZED STOCHASTIC PROCESSES
• Ordinary differential equations with delta function terms