Abstract
The class of Colombeau generalized functions has been introduced in the early eightees. A good pedagogical survey about this class and its related calculus can be found in [12]. Recently [13] has presented the state of the art on the actual theory and it has developed some numerical analysis applications. For Colombeau general theory, the reader can also consult [9], [30], [34] and references therein. The purpose was to treat non—linear problems which naturally involve Schwartz distributions. Several examples come out from quantum field theory, see [16], [43]; there, the possibility of defining a good multiplication and non—linear operation for distributions is fundamental. In [45], also some connections with non—standard analysis have been investigated.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
S. Albeverio, Z. Haba, F. Russo:Stationary solutions of stochastic parabolic and hyperbolic Sine-Gordon equations.J. Phys. A, Vol. 26 (1993)
S. Albeverio, Z. Haba, F. Russo:Trivial solutions for a non-linear two-space dimensional wave equation perturbed by a space-time white noise.Prépublication 93–17, LAPT Marseille.
S. Albeverio, Z. Haba, F. Russo: In preparation.
S. Albeverio, M. Roeckner:Stochastic differential equations in infinite dimensions: solutions via Dirichlet forms. J. of Funct. Analysis, 88, 395–436 (1990).
S. Albeverio, M. Roeckner, T.S. Zhang:Markov uniqueness and its applications to martingale problems stochastic differential equatins and stochastic quantization C. R. Math. Rep. Acad. Sci. Canada XV 1–6 (1993)
J. Asch, J. Potthoff:Ito lemma without anticipatory conditions.Prob. Th. Rel. Fields 88, 17–46 (1991)
R. Buckdahn:Linear Skorohod stochastic differential equations.Prob. Th. Rel. Fields 90,211–238 (1991)
R. Buckdahn:Skorohod stochastic differential equations of diffusion type. Prob. Th. Rel. Fields (1992)
H.A. Biagioni:A non-linear theory of generalized functions. Lect. Notes in Math. 1421 (1990)
N. Bouleau, F. Hirsch:Dirichlet forms and Wiener analysis on Wiener space.Walter de Gruyter (1991).
R. Carmona, D. Nualart:Random non-linear wave equations: smoothness of the solutions. Prob. Th. Rel. Fields 79, 469–508 (1988)
J.F. Colombeau:Elementary introduction to new generalized functions.North-Holland 113 (1985)
J.F. Colombeau:Multiplication of Distributions. Lect. Notes in Math. 1532, Springer-Verlag (1992)
C. Dellacherie, P.A. Meyer:Probabilités et Potentiel.Ch. I à IV, Hermann (1975)
G. Gatarek, G. Goldys:A simple proof of the stochastic quantization volume.Preprint (1993).
J. Glimm, A. Jaffe: Quantum Physics: a functional integral point of view.Springer-Verlag (1986)
T. Hida, H. Kuo, J. Potthoff, L. Streit: White noise an infinite dimensional calculus. Kluwer Dordrecht (1993)
H. Holden, T. Lindstrom, B. Oksendal, J. Uboe, T.S. Zhang: Stochastic boundary value problems. A white noise functional approach.Prob. Th. Rel. Fields, Vol. 95, Nr. 3, 391–420 (1993).
N. Ikeda, S. Watanabe:Stochastic differential equations and diffusion processes.North Holland (1981).
P. Jona-Lasinio, P.K. Mitter: On the stochastic quantization of field theory.Comm. Math. Phys. 101, 409–436 (1985)
H. Koenig:Neue Begruendungen der Theorie der “Distributionen” von L. Schwartz..Math. Nachr. 9, 1953, 129–148.
H. Koenig:Multiplikation von Distributionen.J. Math. Ann. 128 (1955), 420–452.
T.G. Kurtz, E. Pardoux, P. Protter:Stratonovich stochastic differential equations driven by general semimartingales. Toappear: Ann. Inst. H. Poincaré. Série: Probabilités et statistiques.
R. Léandre, F. Russo:Small stochastic perturbations of a non-linear wave equation. Proc. of the Silivri conference on Sochastic Analysis (1990), H. Korezlioglu, A.S. Ustunel eds. Progress in Probability (1992).
T. Lindstrom, B. Oksendal, J. Uboe:Wick multiplication and Ito Skorohod SDE S.Albeverio et al.: “Ideas and methods in mathematical analysis”. Cambridge Univ. Press 1992.
C. Martias:Colombeau generalized functions on Wiener space.Preprint.
A. Millet, D. Nualart, M. Sanz:Large deviations for a class of anticipating stochastic differential equations.Preprint.
D. Nualart:Non-causal stochastic integrals and calculus. H. Korezlioglu, A.S. Ustunel eds. Lect. Notes in Math. 1316, 80–129 (1988).
D. Nualart, M. Thieullen:Skorohod stochastic differential equations on random intervals.Preprint.
M. Oberguggenberger:Multiplication of distributions and applications to PDE’s.Longman scientific and technical, Wiley (1992). Stochastic analysis and related topics
M. Oberguggenberger:Generalized functions and stochastic processes.Toappear: Proceedings of the Seminar on Stochastic Analysis, Random fields and Applications, eds. E. Bolthausen, M. Dozzi, F. Russo, june 1993.
D. Ocone, E. Pardoux:A generalized Itô-Ventsell formula. Application to a class of anticipating SDE’s.Ann. IHP 25, 39–71 (1989)
E. Pardoux: Applications of anticipating stochastic calculus to stochastic differential equations.Lect. Notes in Math. 1444, Springer-Verlag (1988)
E. Rosinger: Generalized solutions of nonlinear partial differential equations.North-Holland (1987).
D. Revuz, M. Yor: Continuous martingales and Brownian motion.Springer Verlag, 1991.
F. Russo, P. Vallois:Forward backward and symmetric stochastic integration. Prob. Th. Rel. Fields 97, 403–421 (1993).
F. Russo, P. Vallois:Non-causal stochastic integration for ladlag processes.Proceedings of the Oslo-Silivri Conference 1992. T. Lindstrom, B. Oksendal, A.S. Ustunel eds. Gordon and Breach, p. 227–263 (1993).
F. Russo, P. Vallois:The generalized quadratic variation process and Ito formula.Prépublication LAPT-Marseille 94–4.
F. Russo, P. Vallois:Ito formula for C 1 functions of semimartingales.Preprint.
F. Russo, P. Vallois:Anticipative Stratonovich equation via Zvonkin method.In preparation.
L. Schwartz:Sur l’impossibilité de la multiplication des distributions. CR Acad. Sci.Paris 239 (1954), 847–848
L. Schwartz:Distributions à valeurs vectorielles.Annales de l’Institut Fourier, t. 7 (1957).
B. Simon:The P(0 2 ) Eucleadian (quantum) field theory .Princeton University Press (1974).
M. Thieullen:Calcul stochastique non-adapté pour des processus à deux paramètres: formule de changement de variables de type Stratonovich et de type Skorohod.Prob. Th. Rel. Fields 89, 457–485 (1991)
T.D. Todorov:Colombeau’s generalized functions and non-standard analysis. Generalized functions, converge structures and its applications. Plenum press, New York (1988). Ed. B. Stankovic, E. Pap.,S. Pilipovic, V.S. Vladimirov.
J.B. Walsh:An introduction to stochastic partial differential equations.Ecole d’été de Saint-Flour XIV, Lect. Notes Math. 1180 (1986).
S. Watanabe:Lectures on stochastic differential equations and Malliavin calculus.Tate institute of fundamental research Bombay 1984.
S. Watanabe:Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels.Ann. Prob. 15, 1–39 (1987)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1994 Springer Science+Business Media Dordrecht
About this chapter
Cite this chapter
Russo, F. (1994). Colombeau Generalized Functions and Stochastic Analysis. In: Cardoso, A.I., de Faria, M., Potthoff, J., Sénéor, R., Streit, L. (eds) Stochastic Analysis and Applications in Physics. NATO ASI Series, vol 449. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-0219-3_13
Download citation
DOI: https://doi.org/10.1007/978-94-011-0219-3_13
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-4098-3
Online ISBN: 978-94-011-0219-3
eBook Packages: Springer Book Archive