On stochastic generalized functions

DOI10.1142/S0219025711004407MaRDI QIDQ3013571zbMATH OpenOpenAlexFDO

Authors Christian Olivera, Pedro J. Catuogno

Publication date 18 July 2011

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1002.0454

zbMATH Keywords

white noiseWick productparabolic equationgeneralized functionsColombeau algebras

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) White noise theory (60H40) Generalized functions for nonlinear analysis (Rosinger, Colombeau, nonstandard, etc.) (46F30)

Abstract: We introduced a new algebra of stochastic generalized functions which contains to the space of stochastic distributions G, [25]. As an application, we prove existence and uniqueness of the solution of a stochastic Cauchy problem involving singularities.

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Cited in

(17)

• Stochastic Bernoulli equation on the algebra of generalized functions
• scientific article; zbMATH DE number 3846531 (Why is no real title available?)
• An improved characterisation of regular generalised functions of white noise and an application to singular SPDEs
• scientific article; zbMATH DE number 797358 (Why is no real title available?)
• Algebra of Generalized Stochastic Processes and the Stochastic Dirichlet Problem
• Time-dependent tempered generalized functions and Itô's formula
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• On stochastically independent continuous functions
• Some nonlinear stochastic Cauchy problems with generalized stochastic processes
• Strong solution of the stochastic Burgers equation

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