Equations in differentials in the algebra of generalized stochastic processes

• Autorzy: Nadzeya V. Bedziuk , Aleh L. Yablonski
• Języki publikacji: EN

Abstrakty

EN

We consider an ordinary or stochastic nonlinear equation with generalized coefficients as an equation in differentials in the algebra of new generalized functions in the sense of [8]. Consequently, the solution of such an equation is a new generalized function. We formulate conditions under which the solution of a given equation in the algebra of new generalized functions is associated with an ordinary function or process. Moreover the class of all possible associated functions and processes is described.

Kategorie tematyczne

• 46F30: Generalized functions for nonlinear analysis (Rosinger, Colombeau, nonstandard, etc.)
• 60G20: Generalized stochastic processes
• 34A37: Differential equations with impulses
• 60H20: Stochastic integral equations

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Banach Center Publications
• Rocznik: 2010
• Tom: 88
• Numer: 1
• Strony: 31-38

Daty

wydano

2010

Twórcy

autor

Nadzeya V. Bedziuk

• Belarusian State University, Nezavisimosti 4, 220030 Minsk, Belarus

autor

Aleh L. Yablonski

• Belarusian State University, Nezavisimosti 4, 220030 Minsk, Belarus

Identyfikatory

DOI

10.4064/bc88-0-3