Generalized stochastic processes in algebras of generalized functions: independence, stationarity and SPDEs

DOI10.1016/J.JMAA.2018.11.088MaRDI QIDQ2633786zbMATH OpenOpenAlexWikidataFDO

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

Publication date 10 May 2019

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.2018.11.088

zbMATH Keywords

Colombeau stochastic processesColombeau stochastic processes with independent valuesstationary Colombeau stochastic processes

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stationary stochastic processes (60G10) Generalized stochastic processes (60G20)

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Cited in

(13)

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• Stochastic parabolic equations with singular potentials
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• Probabilistic properties of generalized stochastic processes in algebras of generalized functions
• Generalized stochastic processes in algebras of generalized functions
• scientific article; zbMATH DE number 3848329 (Why is no real title available?)
• Stochastic differential equations driven by generalized positive noise
• Convolution-type derivatives and transforms of Colombeau generalized stochastic processes
• Fractional nonlinear stochastic heat equation with variable thermal conductivity
• A nonlinear stochastic heat equation with variable thermal conductivity and multiplicative noise
• A note on fractional derivatives of Colombeau generalized stochastic processes.
• Validation of Stochastic Systems

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