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Colombeau Generalized Functions and Stochastic Analysis

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Stochastic Analysis and Applications in Physics

Part of the book series: NATO ASI Series ((ASIC,volume 449))

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.

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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

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  • DOI: https://doi.org/10.1007/978-94-011-0219-3_13

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