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

DOI10.1016/j.jmaa.2018.11.088zbMath1478.60119OpenAlexW2921436555WikidataQ128276143 ScholiaQ128276143MaRDI QIDQ2633786

Dora Seleši, Snežana Gordić, 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

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

Related Items (4)

A nonlinear stochastic heat equation with variable thermal conductivity and multiplicative noise ⋮ Stochastic parabolic equations with singular potentials ⋮ Probabilistic properties of generalized stochastic processes in algebras of generalized functions ⋮ Fractional nonlinear stochastic heat equation with variable thermal conductivity

Cites Work

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• Nonlinear stochastic wave equations
• Trivial solutions for a non-lineartwo-space dimensional wave equation perturbed by space-time white noise
• Local properties of Colombeau generalized functions
• A two-space dimensional semilinear heat equation perturbed by (Gaussian) white noise

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