White noise in space and time and the cylindrical wiener process

DOI10.1080/07362998808809135zbMath0658.60068OpenAlexW2054852670MaRDI QIDQ5903793

Kay-Uwe Schaumlöffel

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/07362998808809135

zbMATH Keywords

covariance functionalFréchet nuclear spacespace-time test functionsGaussian space-time random field

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Stochastic parametrization of the Richardson triple ⋮ Stochastic evolution of augmented Born-Infeld equations ⋮ Numerically Modeling Stochastic Lie Transport in Fluid Dynamics ⋮ Solution properties of a 3D stochastic Euler fluid equation

Cites Work

• Convergence of \({\mathcal S}'\)-valued processes and space-time random fields
• Linear parabolic differential equations as limits of space-time jump Markov processes
• Distribution-valued processes arising from independent Brownian motions

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