Time Dependent Tempered Generalized Functions and Ito's Formula
classification
🧮 math.FA
math.PR
keywords
temperedformulageneralizeddependentfunctionstimeallowedapplication
read the original abstract
The paper introduces a novel Ito's formula for time dependent tempered generalized functions. As an application, we study the heat equation when initial conditions are allowed to be a generalized tempered function. A new proof of the Ustunel- Ito's formula for tempered distributions is also provided.
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