| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4620460 | Journal of Mathematical Analysis and Applications | 2009 | 11 Pages |
Abstract
Stochastic processes with paths in a generalized function algebra are defined and it is shown that there exists an embedding of generalized functional stochastic processes into such ones. Gaussian stochastic processes with paths in an algebra of generalized functions are characterized by their first and second moments and an application to stochastic differential equations is given.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
