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

Authors :
Grothaus, Martin
Müller, Jan
Nonnenmacher, Andreas
Source :
Stochastics and Partial Differential Equations: Analysis and Computations (2021)
Publication Year :
2021

Abstract

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.

Details

Database :
arXiv
Journal :
Stochastics and Partial Differential Equations: Analysis and Computations (2021)
Publication Type :
Report
Accession number :
edsarx.2109.02319
Document Type :
Working Paper
Full Text :
https://doi.org/10.1007/s40072-021-00200-2