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Equations in differentials in the algebra of generalized stochastic processes

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Bedziuk N., Yablonski A.

Banach Center Publications

2010

tom 88

nr 1

31-38

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.

Ograniczanie wyników

1 Banach Center Publications

1 Bedziuk N.

1 Yablonski A.

1 2010

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Equations in differentials in the algebra of generalized stochastic processes