Generalized Solutions to Stochastic Problems as Regularized in a Broad Sense

DOI10.1007/978-3-319-48812-7_7MaRDI QIDQ3133425zbMATH OpenOpenAlexFDO

Authors I. 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 transformLaplace transformregularizationWiener processsemigroupwhite noisedistributionsgeneralized solutionill-posed problemstochastic Cauchy problemGelfand-Shilov space

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalized stochastic processes (60G20) Integral transforms in distribution spaces (46F12) One-parameter semigroups and linear evolution equations (47D06) Distributions on infinite-dimensional spaces (46F25)

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Cited in

(9)

• Stochastic problems in Gelfand-Shilov spaces
• Stochastic Cauchy problems in infinite dimensions. Generalized and regularized solutions
• The solvability of probabilistic regresses. A reply to Frederik Herzberg
• Regularization of stochastic problems with respect to variables of different kinds
• Generalized solutions for stochastic problems in the Ito form in Gelfand-Shilov spaces
• Generalized solutions of abstract stochastic problems
• The analysis of the Neumann and the oblique derivative problem: the theory of regularization and its stochastic version.
• Regularized and generalized solutions of infinite-dimensional stochastic problems
• Generalized solutions of singular differential problems. Relationship with classical solutions

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