Time Dependent Tempered Generalized Functions and Ito's Formula
Functional Analysis
2011-11-09 v2 Probability
Abstract
The paper introduces a novel Ito's formula for time dependent tempered generalized functions. As an application, we study the heat equation when initial conditions are allowed to be a generalized tempered function. A new proof of the Ustunel- Ito's formula for tempered distributions is also provided.
Keywords
Cite
@article{arxiv.1007.0564,
title = {Time Dependent Tempered Generalized Functions and Ito's Formula},
author = {P. Catuogno and C. Olivera},
journal= {arXiv preprint arXiv:1007.0564},
year = {2011}
}
Comments
18 pages