A change of scale formula for Wiener integrals of cylinder functions on abstract Wiener space
International Journal of Mathematics and Mathematical Sciences, 1998 The purpose of this paper is to establish the existence of analytic Wiener and Feynman integrals for a class of certain cylinder functions which is of the form: F(x)=f((h1,x)∼,⋯,(hn,x)∼), x∈B, on the abstract Wiener space, and to establish the ...
Young Sik Kim
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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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Wiener functionals on spaces of lie álgebra valued 1-currents, and unitary representations of current groups [PDF]
, 1989 Well-known results about Brownian and Wiener functionals on abstract Wiener spaces are extended to Wiener functionals on the space of g- valued 1-currents on a manifold X, where g is the Lie algebra of a compact semisimple Lie group G.
Marion, Jean
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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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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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Quasi-invariant measures on the path space of a diffusion [PDF]
, 2006 The author has previously constructed a class of admissible vector fields on the path space of an elliptic diffusion process $x$ taking values in a closed compact manifold.
Bell, Denis
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The Gaussian Radon Transform in Classical Wiener Space [PDF]
, 2014 We study the Gaussian Radon transform in the classical Wiener space of Brownian motion. We determine explicit formulas for transforms of Brownian functionals specified by stochastic integrals.
Holmes, Irina, Sengupta, Ambar N.
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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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