ON STOCHASTIC GENERALIZED FUNCTIONS

被引：6

作者：

Catuogno, Pedro ^{[1
]}

Olivera, Christian ^{[1
]}

机构：

[1] Univ Estadual Campinas, Dept Matemat, BR-13081970 Campinas, SP, Brazil

来源：

INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS | 2011年 / 14卷 / 02期

基金：

巴西圣保罗研究基金会;

关键词：

White noise; Wick product; generalized functions; Colombeau algebras; parabolic equation; PARTIAL-DIFFERENTIAL-EQUATIONS;

D O I：

10.1142/S0219025711004407

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this work we introduce a new algebra of stochastic generalized functions. The regular Hida distributions in G* are embedded in this algebra via their chaos expansions. As an application, we prove the existence and uniqueness of the solution of a stochastic Cauchy problem involving singularities.

引用

页码：237 / 260

页数：24

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