Abstract
Based on an infinite dimensional distributions space, we study the solution of the generalized stochastic Clairaut equation using a suitable convolution calculus. The solution of such equation is shown to be positive and its integral representation with respect to the Radon measure is given. Moreover, the contractivity property is studied. Finally, the system is shown to be finite-time stochastically stable.
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Communicated by Palle Jorgensen.
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This article is part of the topical collection “Infinite-dimensional Analysis and Non-commutative Theory” edited by Marek Bozejko, Palle Jorgensen and Yuri Kondratiev.
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Rguigui, H. Stochastic Clairaut Equation on Algebra of Generalized Functions. Complex Anal. Oper. Theory 18, 19 (2024). https://doi.org/10.1007/s11785-023-01466-1
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DOI: https://doi.org/10.1007/s11785-023-01466-1