Time Dependent Tempered Generalized Functions and Ito's Formula

Details Time Dependent Tempered Generalized Functions and Ito's Formula Time Dependent Tempered Generalized Functions and Ito's Formula

2010-07-04

arxiv.org/abs/1007.0564v2

Mathematics

Functional Analysis

18 pages

Scientific paper

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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