Generalized stochastic processes in algebras of generalized functions

Stochastic processes with paths in a generalized function algebra are defined and it is shown that there exists an embedding of generalized functional stochastic processes into such ones. Gaussian stochastic processes with paths in an algebra of generalized functions are characterized by their first and second moments and an application to stochastic differential equations is given.     

Generalized continuous functions defined by generalized open sets on generalized topological spaces

We introduce generalized continuous functions defined by generalized open (= g-α-open, g-semi-open, g-preopen, g-β-open) sets in generalized topological spaces which are generalized (g, g′)-continuous functions. We investigate characterizations and relationships among such functions.     

Generalized fractional integrals on generalized Morrey spaces

On generalized Morrey spaces with variable exponent and variable growth function the boundedness of generalized fractional integral operators is established, where . The result is a generalization of the theorems of Adams [1] (1975) and Gunawan [11] (2003). Moreover, we prove weak type boundedness. To do this we first prove the boundedness of the Hardy‐Littlewood maximal operator on the generalized Morrey spaces.     

Generalized metrics and generalized twistor spaces

Mathematische Zeitschrift - The twistor construction for Riemannian manifolds is extended to the case of manifolds endowed with generalized metrics (in the sense of generalized geometry à la...     

Hermite functions and weighted spaces of generalized functions

We prove that the Hermite functions are an absolute Schauder basis for many weighted spaces of (ultra)differentiable functions and ultradistributions including the space of Fourier hyperfunctions. The coefficient spaces are also determined. Dedicated to Professor H.-G. Tillmann on the occasion of his 80th birthday     

Gaussian kernel operators on white noise functional spaces

The Gaussian kernel operators on white noise functional spaces, including second quantization, Fourier-Mehler transform, scaling, renormalization, etc. are studied by means of symbol calculus, and characterized by the intertwining relations with annihilation and creation operators. The infinitesimal generators of the Gaussian kernel operators are second order white noise operators of which the number operator and the Gross Laplacian are particular examples.     

Generalized convex functions and generalized differentials

We study some classes of generalized convex functions, using a generalized differential approach. By this we mean a set-valued mapping which stands either for a derivative, a subdifferential or a pseudo-differential in the sense of Jeyakumar and Luc. Such a general framework allows us to avoid technical assumptions related to specific constructions. We establish some links between the corresponding classes of pseudoconvex, quasiconvex and another class of generalized convex functions we introduced. We devise some optimality conditions for constrained optimization problems. In particular, we get Lagrange–Kuhn–Tucker multipliers for mathematical programming problems.     

Random fields as generalized white noise functionals

We discuss stochastic variational calculus for a random field {X(C)},C being a surface in a Euclidean space, which lives in the space of generalized white noise functionals. The infinite-dimensional rotation group plays important roles in the calculus.     

Non-linear expectations in spaces of Colombeau generalized functions

We introduce the notion of a non-linear expectation in spaces of Colombeau generalized functions and provide its characterization in terms of the upper expectation over a set of probability measures. We then study a fully non-linear backward stochastic differential equation in the Colombeau setting via its connection with the corresponding fully non-linear partial differential equation.     

Generalized B-vex functions and generalized B-vex programming

A class of functions called pseudo B-vex and quasi B-vex functions is introduced by relaxing the definitions of B-vex, pseudoconvex, and quasiconvex functions. Similarly, the class of B-invex, pseudo B-invex, and quasi B-invex functions is defined as a generalization of B-vex, pseudo B-vex, and quasi B-vex functions. The sufficient optimality conditions and duality results are obtained for a nonlinear programming problem involving B-vex and B-invex functions.The first author is thankful to the Natural Science and Engineering Research Council of Canada for financial support through Grant A-5319. The second author is grateful to the Faculty of Management, University of Manitoba for the financial support provided for her visit. The authors are thankful to Prof. R. N. Kaul, Department of Mathematics, Delhi University for his constructive criticism of the paper.     

Generalized martingales,generalized Markov chains and generalized harmonic functions

Summary This paper introduces and studies a generalization of the notion of martingale which allows for a generalization of the concept of a Markov chain and a generalization of the concept of harmonic and superharmonic functions. The theory is supported by examples and techniques that suggest the natural character of the material developed.Deceased. Please address correspondence on Prof. Magda Peligrad; Department of Mathematical Sciences, University of Cincinnati, Mail Location 25, Cincinnati, OH 45221 USA     

Generalized semi-closed functions and semi-generalized closed functions in bitopological spaces

In this paper we introduce and investigate the notions of a new class of generalized semi-closed functions and a class of semi-generalized closed functions in bitopological spaces. We study the further properties of ij-generalized semi closed and ij-semi-generalized closed sets. Applying of these concepts of sets, we introduce and study two new spaces, namely pairwise generalized s-regular and pairwise s-normal spaces.     

Generalized resolvent matrices and spaces of analytic functions

We introduce triplet spaces for symmetric relations with defect index (1, 1) in a Pontryagin space. Representations of Pontryagin spaces by spaces of vector-valued analytic functions are investigated. These concepts are used to study 2×2-matrix valued analytic functions which satisfy a certain kernel condition.     

Generalized solutions of differential-operator equations with singular white noise

In various distribution spaces, we study the Cauchy problem for the equation u′(t) = Au(t)+B $\mathbb{W}$ (t), t ≥ 0, with a singular white noise $\mathbb{W}$ and an operator A generating various regularized semigroups in a Hilbert space. Depending on the properties of the operator A, we construct solutions generalized separately and jointly with respect to the time, random, and “space” variables.     

Analysis of generalized Lévy white noise functionals

Employing the Segal-Bargmann transform (S-transform for abbreviation) of regular Lévy white noise functionals, we define and study the generalized Lévy white noise functionals by means of their functional representations acting on test functionals. The main results generalize (Gaussian) white noise analysis initiated by T. Hida to non-Gaussian cases. Thanks to the closed form of the S-transform of Lévy white noise functionals obtained in our previous paper, we are able to define and study the renormalization of products of Lévy white noises, multiplication operator by Lévy white noises, and the differential operators with respect to a Lévy white noise and their adjoint operators. In the courses of our investigation we also obtain a formula for the products of multiple Lévy-Itô stochastic integrals. As applications, we discuss the existence of Hitsuda-Skorokhod integral for Lévy processes, Kubo-Takenaka formula for Lévy processes, and Itô formula for generalized Lévy white noise functionals.     

The gibbs derivatives of generalized Bridge functions

The logical derivatives of p-adic copy-shift and shift-copy generalized Bridge functions are given in this paper. When p equals 2, they are exactly the logical derivatives of natural ordering copy-shift and copy-shift Bridge functions.