Tempered generalized functions and Hermite expansions

DOI10.1016/J.NA.2010.09.003zbMATH Open1226.46039arXiv1006.5862OpenAlexW2963750829MaRDI QIDQ608402FDOQ608402

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)

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.

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

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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)

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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
• Full and special Colombeau algebras
• Generalized functions and Laguerre expansions
• 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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