Stochastic Clairaut Equation on Algebra of Generalized Functions

Based on an infinite dimensional distributions space, we study the solution of the generalized stochastic Clairaut equation using a suitable convolution calculus. The solution of such equation is shown to be positive and its integral representation with respect to the Radon measure is given. Moreover, the contractivity property is studied. Finally, the system is shown to be finite-time stochastically stable.