Algebra of Generalized Stochastic Processes and the Stochastic Dirichlet Problem

DOI10.1080/07362990802286053zbMath1179.60020OpenAlexW1983813518MaRDI QIDQ3535729

Dora Seleši

Publication date: 14 November 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990802286053

zbMATH Keywords

Wick productColombeau algebrachaos expansionelliptic linear differential operatorgeneralized expectationgeneralized random process

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Generalized stochastic processes (60G20) White noise theory (60H40) PDEs with randomness, stochastic partial differential equations (35R60) Applications of functional analysis in probability theory and statistics (46N30) Generalized functions for nonlinear analysis (Rosinger, Colombeau, nonstandard, etc.) (46F30)

Related Items (8)

The Stochastic Dirichlet Problem Driven by the Ornstein–Uhlenbeck Operator: Approach by the Fredholm Alternative for Chaos Expansions ⋮ Generalized stochastic processes in algebras of generalized functions: independence, stationarity and SPDEs ⋮ Stochastic parabolic equations with singular potentials ⋮ Probabilistic properties of generalized stochastic processes in algebras of generalized functions ⋮ Fundamental solutions of singular SPDEs ⋮ Nonlinear stochastic differential equations containing generalized delta processes ⋮ On the generalized stochastic Dirichlet problem. I: The stochastic weak maximum principle ⋮ On the generalized stochastic Dirichlet problem. II: Solvability, stability and the Colombeau case

Cites Work

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• A multiplication of distributions
• Approximations of linear Dirichlet problems with singularities
• Stochastic differential equations driven by generalized positive noise
• EXPANSION THEOREMS FOR GENERALIZED RANDOM PROCESSES, WICK PRODUCTS AND APPLICATIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS
• Nonlinear stochastic wave equations
• Stability properties of stochastic partial differential equations

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