Affiliation:
1. Departamento de Matemática, Universidade Estadual de Campinas, 13.081-970–Campinas–SP, Brazil
Abstract
In this work we introduce a new algebra of stochastic generalized functions. The regular Hida distributions in [Formula: see text] 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.
Publisher
World Scientific Pub Co Pte Lt
Subject
Applied Mathematics,Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics
Cited by
6 articles.
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