Generalized Solutions to Stochastic Problems as Regularized in a Broad Sense

DOI10.1007/978-3-319-48812-7_7zbMath1425.60056MaRDI QIDQ3133425

Irina V. Melnikova

Publication date: 2 February 2018

Published in: Trends in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-48812-7_7

zbMATH Keywords

Fourier transform; Laplace transform; regularization; Wiener process; semigroup; distributions; generalized solution; white noise; ill-posed problem; stochastic Cauchy problem; Gelfand-Shilov space

Mathematics Subject Classification ID

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

47D06: One-parameter semigroups and linear evolution equations

46F12: Integral transforms in distribution spaces

60G20: Generalized stochastic processes

46F25: Distributions on infinite-dimensional spaces