Title of article
Generalized stochastic processes in algebras of generalized functions
Author/Authors
Mirkov، نويسنده , , Radoslava and Pilipovi?، نويسنده , , Stevan and Sele?i، نويسنده , , Dora، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2009
Pages
11
From page
260
To page
270
Abstract
Stochastic processes with paths in a generalized function algebra are defined and it is shown that there exists an embedding of generalized functional stochastic processes into such ones. Gaussian stochastic processes with paths in an algebra of generalized functions are characterized by their first and second moments and an application to stochastic differential equations is given.
Keywords
Generalized stochastic processes , Colombeau algebras , Gaussian processes , Positive definite functions
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2009
Journal title
Journal of Mathematical Analysis and Applications
Record number
1559961
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