Classical Wiener space

노트

위키데이터

• ID : Q5128316

말뭉치

1. Advanced stochastic analysis can be carried out on a Wiener space.
2. The classical definition of an abstract Wiener space is given as follows.
3. One of the developments of the notion of an abstract Wiener space is that of a rigged Hilbert space, due to I.M. Gel'fand and N.Ya.
4. The concept of an abstract Wiener space is mathematical construction developed by Leonard Gross to understand the structure of Gaussian measures on infinite-dimensional spaces.
5. The abstract Wiener space construction is not simply one method of building Gaussian measures.
6. The prototypical example of an abstract Wiener space is the space of continuous paths, and is known as classical Wiener space.
7. One studies three problems related to entropy phenomenon in the classical Wiener space.
8. We prove an extension of the Ocone–Karatzas integral representation, valid for all B V functions on the classical Wiener space.
9. We study several important fine properties for the family of fractional Brownian motions with Hurst parameter H under the p,r -capacity on classical Wiener space introduced by Malliavin.
10. Abstract: In this paper we define an integral transform, that generalizes several previously known integral transforms, and establish its existence and some properties on the classical Wiener space.
11. In this paper we define an integral transform, that generalizes several previously known integral transforms, and establish its existence and some properties on the classical Wiener space.
12. Chang, Kun Soo ; Cho, Dong Hyun ; Yoo, Il Evaluation formulas for a conditional Feynman integral over Wiener paths in abstract Wiener space .
13. We prove an extension of the Ocone–Karatzas integral representation, valid for all BV functions on the classical Wiener space.
14. We consider the Wiener product on the Wiener space which is the classical product of functionals.
15. Classical vector field on the Wiener space are random elements of the Cameron-Martin space which belongs to all the Sobolev spaces of the Malliavin Calculus.
16. To a 1-form smooth in the Nualart-Pardoux sense on the total Wiener space, we consider the 1-form on the finite dimensional Gaussian space.