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Related papers: On Stochastic generalized functions

200 papers

We study existence, uniqueness, and distributional aspects of generalized solutions to the Cauchy problem for first-order symmetric (or Hermitian) hyperbolic systems of partial differential equations with Colombeau generalized functions as…

Analysis of PDEs · Mathematics 2011-11-10 Guenther Hoermann , Christian Spreitzer

Real analytic generalized functions are investigated as well as the analytic singular support and analytic wave front of a generalized function in $\mathcal{G}(\Omega)$ are introduced and described.

Functional Analysis · Mathematics 2016-08-14 S. Pilipović , D. Scarpalezos , V. Valmorin

We present a solution of the problem of multiplication of Schwartz distributions by embedding the space of distributions into a differential algebra of generalized functions, called in the paper ``asymptotic function'', similar to but…

Functional Analysis · Mathematics 2024-03-26 M. Oberguggenberger , T. Todorov

In this paper, a new class of Cauchy integral formulae in superspace is obtained, using formal expansions of distributions. This allows to solve five open problems in the study of harmonic and Clifford analysis in superspace.

Mathematical Physics · Physics 2015-05-14 K. Coulembier , H. De Bie , F. Sommen

We propose the use of algebras of generalized functions for the analysis of certain highly singular problems in the calculus of variations. After a general study of extremal problems on open subsets of Euclidean space in this setting we…

Functional Analysis · Mathematics 2008-09-11 Sanja Konjik , Michael Kunzinger , Michael Oberguggenberger

We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a…

Probability · Mathematics 2021-07-22 Cheuk Yin Lee , Yimin Xiao

In this paper, we establish a sharp $C^{2+\alpha}$-theory for stochastic partial differential equations of parabolic type in the whole space.

Analysis of PDEs · Mathematics 2017-06-07 Kai Du , Jiakun Liu

We develop the foundations of Algebraic Stochastic Calculus, with an aim to replacing what is typically referred to as Stochastic Calculus by a purely categorical version thereof. We first give a sheaf theoretic reinterpretation of…

Algebraic Geometry · Mathematics 2014-07-28 Renaud Gauthier

We consider the Cauchy problem for stochastic fractional evolution equations with Caputo time fractional derivative of order $1<\alpha<2$ and space variable coefficients on an unbounded domain. The space derivatives that appear in the…

Probability · Mathematics 2025-10-28 Miloš Japundžić , Danijela Rajter-Ćirić

A topological description of various generalized function algebras over corresponding basic locally convex algebras is given. The framework consists of algebras of sequences with appropriate ultra(pseudo)metrics defined by sequences of…

Functional Analysis · Mathematics 2019-04-01 Antoine Delcroix , Maximilian F. Hasler , Stevan Pilipović , Vincent Valmorin

We consider stochastic versions of the Cauchy exponential functional equation and give a martingale characterization of the general solution.

Probability · Mathematics 2021-12-30 Beso Chikvinidze , Michael Mania , Revaz Tevzadze

In this work we focus on substantial fractional integral and differential operators which play an important role in modeling anomalous diffusion. We introduce a new generalized substantial fractional integral. Generalizations of fractional…

Classical Analysis and ODEs · Mathematics 2019-07-11 Hafiz Muhammad Fahad , Mujeeb ur Rehman

This paper is mainly concerned with the Cauchy problem for a generalized Camassa-Holm equation with analytic initial data. The analyticity of its solutions is proved in both variables, globally in space and locally in time. Then, we present…

Analysis of PDEs · Mathematics 2015-11-10 Xi Tu , Zhaoyang Yin

It is revealed that distribution functions of practical gases relate to singularities and such singularities can, with molecular motion, spread to the entire region of interest. It is also shown that even common continuous distribution…

Data Analysis, Statistics and Probability · Physics 2007-05-23 C. Y. Chen

In this paper we develop a theory of slice regular functions on a real alternative algebra $A$. Our approach is based on a well--known Fueter's construction. Two recent function theories can be included in our general theory: the one of…

Complex Variables · Mathematics 2018-07-02 Riccardo Ghiloni , Alessandro Perotti

We study a class of hyperbolic Cauchy problems, associated with linear operators and systems with polynomially bounded coefficients, variable multiplicities and involutive characteristics, globally defined on R^n. We prove well-posedness in…

Analysis of PDEs · Mathematics 2018-10-12 Ahmed Abdeljawad , Alessia Ascanelli , Sandro Coriasco

Stochastic parabolic integro-differential problem is considered in the whole space. By verifying H\"ormander condition, the existence and uniqueness is proved in Lp-spaces of functions whose regularity is defined by a scalable Levy measure.…

Analysis of PDEs · Mathematics 2018-05-10 R. Mikulevicius , C. Phonsom

We show that a considerable part of the theory of (ultra)distributions and hyperfunctions can be extended to more singular generalized functions, starting from an angular localizability notion introduced previously. Such an extension is…

High Energy Physics - Theory · Physics 2009-10-30 M. A. Soloviev

We introduce a (bi)category $\mathfrak{Sing}$ whose objects can be functorially assigned spaces of distributions and generalized functions. In addition, these spaces of distributions and generalized functions possess intrinsic notions of…

Functional Analysis · Mathematics 2013-02-01 Shantanu Dave , Michael Kunzinger

In the last two decades, many algebras of generalized functions have been constructed, particularly the so-called generalized Sobolev algebras. Our goal is to study the latter and some of their main properties. In this framework, we pose…

Functional Analysis · Mathematics 2016-08-16 Séverine Bernard , Silvère Paul Nuiro