On stochastic generalized functions

DOI10.1142/S0219025711004407zbMATH Open1236.46039arXiv1002.0454OpenAlexW2963012526MaRDI QIDQ3013571FDOQ3013571

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)

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.

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

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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)

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Cited In (16)

• On the Theory of Generalized Random Functions
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• Stochastic integration with respect to the cylindrical Wiener process via regularization
• On stochastically independent continuous functions
• Generalized stochastic processes in algebras of generalized functions
• Algebra of Generalized Stochastic Processes and the Stochastic Dirichlet Problem
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• Tempered generalized functions and Hermite expansions
• Renormalized-generalized solutions for the KPZ equation
• An improved characterisation of regular generalised functions of white noise and an application to singular SPDEs
• Some nonlinear stochastic Cauchy problems with generalized stochastic processes
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• Time-dependent tempered generalized functions and Itô's formula
• Imbedding of infinite dimensional distributions into simplified Colombeau type algebras
• Generalized white noise analysis and topological algebras
• Strong solution of the stochastic Burgers equation

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