An improved characterisation of regular generalised functions of white noise and an application to singular SPDEs

  • A characterisation of the spaces \({\mathcal {G}}_K\) and \({\mathcal {G}}_K'\) introduced in Grothaus et al. (Methods Funct Anal Topol 3(2):46–64, 1997) and Potthoff and Timpel (Potential Anal 4(6):637–654, 1995) is given. A first characterisation of these spaces provided in Grothaus et al. (Methods Funct Anal Topol 3(2):46–64, 1997) uses the concepts of holomorphy on infinite dimensional spaces. We, instead, give a characterisation in terms of U-functionals, i.e., classic holomorphic function on the one dimensional field of complex numbers. We apply our new characterisation to derive new results concerning a stochastic transport equation and the stochastic heat equation with multiplicative noise.

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Metadaten
Author:Martin GrothausORCiD, Jan Müller, Andreas Nonnenmacher
URN:urn:nbn:de:hbz:386-kluedo-79757
DOI:https://doi.org/10.1007/s40072-021-00200-2
ISSN:2194-041X
Parent Title (English):Stochastics and Partial Differential Equations: Analysis and Computations
Publisher:Springer Nature - Springer
Document Type:Article
Language of publication:English
Date of Publication (online):2024/04/09
Year of first Publication:2021
Publishing Institution:Rheinland-Pfälzische Technische Universität Kaiserslautern-Landau
Date of the Publication (Server):2024/04/09
Issue:10
Page Number:33
First Page:359
Last Page:391
Source:https://link.springer.com/article/10.1007/s40072-021-00200-2
Faculties / Organisational entities:Kaiserslautern - Fachbereich Mathematik
DDC-Cassification:5 Naturwissenschaften und Mathematik / 510 Mathematik
Collections:Open-Access-Publikationsfonds
Licence (German):Zweitveröffentlichung