Tempered generalized functions and Hermite expansions

DOI10.1016/J.NA.2010.09.003MaRDI QIDQ608402zbMATH OpenOpenAlexFDO

Authors Christian Olivera, Pedro J. Catuogno

Publication date 25 November 2010

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1006.5862

zbMATH Keywords

Fourier transformHermite functionsColombeau algebrasIto formulaGeneralized function algebras

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Generalized functions for nonlinear analysis (Rosinger, Colombeau, nonstandard, etc.) (46F30)

Abstract: In this work we introduce a new algebra of tempered generalized functions. The tempered distributions are embedded in this algebra via their Hermite expansions. The Fourier transform is naturally extended to this algebra in such a way that the usual relations involving multiplication, convolution and differentiation are valid. We study the elementary properties of the association, embedding, point values and Fourier transform. Furthermore, we give a generalized Ito formula in this context and some applications to stochastic analysis.

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Cited in

(7)

• Stochastic integration with respect to the cylindrical Wiener process via regularization
• Renormalized-generalized solutions for the KPZ equation
• Generalized functions and Laguerre expansions
• Full and special Colombeau algebras
• Time-dependent tempered generalized functions and Itô's formula
• Hermite expansions of some tempered distributions
• Strong solution of the stochastic Burgers equation

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