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Type: Artigo de periódico
Author: Catuogno, P
Olivera, C
Abstract: 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.
Subject: White noise
Wick product
generalized functions
Colombeau algebras
parabolic equation
Country: Singapura
Editor: World Scientific Publ Co Pte Ltd
Rights: fechado
Identifier DOI: 10.1142/S0219025711004407
Date Issue: 2011
Appears in Collections:Unicamp - Artigos e Outros Documentos

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