A new construction of random Colombeau distributions
In this paper a generalized random process is modeled through the randomization of a bilinear form between the space of test functions and the Colombeau generalized functions. This results in a theory akin to Gelfand-Vilankin's random Schwartz distributions. An extension theorem in Bochner-Badrikian style is proved under some continuity assumptions. An important application is a natural representation of nonlinear functionals of white noise.
Volume (Year): 54 (2001)
Issue (Month): 3 (October)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:54:y:2001:i:3:p:291-299. See general information about how to correct material in RePEc.
If references are entirely missing, you can add them using this form.