Results 21 to 30 of about 501,007 (273)
A Rotation of Admixable Operators on Abstract Wiener Space with Applications
Journal of Function Spaces and Applications, 2013 We investigate certain rotation properties of the abstract Wiener measure. To determine our rotation property for the Wiener measure, we introduce the concept of an admixable operator via an algebraic structure on abstract Wiener space.
Jae Gil Choi, Seung Jun Chang
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Weyl metrics and Wiener-Hopf factorization
Journal of High Energy Physics, 2020 We consider the Riemann-Hilbert factorization approach to the construction of Weyl metrics in four space-time dimensions. We present, for the first time, a rigorous proof of the remarkable fact that the canonical Wiener-Hopf factorization of a matrix ...
P. Aniceto +3 more
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A change of scale formula for Wiener integrals of cylinder functions on the abstract Wiener space II
International Journal of Mathematics and Mathematical Sciences, 2001 We show that for certain bounded cylinder functions of the form F(x)=μˆ((h1,x)∼,...,(hn,x)∼), x∈B where μˆ:ℝn→ℂ is the Fourier-transform of the complex-valued Borel measure μ on ℬ(ℝn), the Borel σ-algebra of ℝn with ‖μ‖
Young Sik Kim
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Stochastic differential equations with singular coefficients on the straight line
Advances in Difference Equations, 2020 Consider the following stochastic differential equation (SDE): X t = x + ∫ 0 t b ( s , X s ) d s + ∫ 0 t σ ( s , X s ) d B s , 0 ≤ t ≤ T , x ∈ R , $$ X_{t}=x+ \int _{0}^{t}b(s,X_{s})\,ds+ \int _{0}^{t}\sigma (s,X_{s}) \,dB_{s}, \quad 0\leq t\leq T, x\in \
Rongrong Tian, Liang Ding, Jinlong Wei
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Change of Scale Formulas for Wiener Integrals Related to Fourier-Feynman Transform and Convolution
Journal of Function Spaces, 2014 Cameron and Storvick discovered change of scale formulas for Wiener integrals of functionals in Banach algebra S on classical Wiener space. Yoo and Skoug extended these results for functionals in the Fresnel class F(B) and in a generalized Fresnel class ...
Bong Jin Kim, Byoung Soo Kim, Il Yoo
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CONDITIONAL FIRST VARIATION OVER WIENER PATHS IN ABSTRACT WIENER SPACE [PDF]
Journal of the Korean Mathematical Society, 2005 Summary: In this paper, we define the conditional first variation over Wiener paths in an abstract Wiener space and investigate its properties. Using these properties, we also investigate relationships among first variation, conditional first variation, Fourier-Feynman transform and conditional Fourier-Feynman transforms of functions in a Banach ...
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Scale-invariant measurability in abstract Wiener spaces [PDF]
Pacific Journal of Mathematics, 1987 We first prove a limit theorem for a sequence of quadratic functionals on an abstract Wiener space which generalizes a Cameron-Martin limit theorem in the Wiener space, and next we prove a version of a converse measurability theorem for the Wiener space in the setting of abstract Wiener spaces.
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Square variation of Brownian paths in Banach spaces
International Journal of Mathematics and Mathematical Sciences, 1982 It is known that if {W(t), 0≤t≤1} is a standard Brownian motion in ℝ then limn→∞∑i=12n|W(i/2n)−W((i−1)/2n)|2=1 almost surely. We generalize this celebrated theorem of Levy to Brownian motion in real separable Banach spaces.
Mou-Hsiung Chang
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Chern-Simons Path Integrals in S2 × S1
Mathematics, 2015 Using torus gauge fixing, Hahn in 2008 wrote down an expression for a Chern-Simons path integral to compute the Wilson Loop observable, using the Chern-Simons action \(S_{CS}^\kappa\), \(\kappa\) is some parameter.
Adrian P. C. Lim
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Invariance of Malliavin Fields on Ito's Wiener Space and on Abstract Wiener Space
Journal of Functional Analysis, 1996 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gong, Fu-Zhou, Ma, Zhi-Ming
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