Results 11 to 20 of about 43,885 (218)
Diffusion Semigroups on Abstract Wiener Space [PDF]
Transactions of the American Mathematical Society, 1972 The existence of a semigroup of solution operators associated with a second order infinite dimensional parabolic equation of the form ∂ u / ∂ t = L x u \partial u/\partial t = {L_x}u was previously established by the ...
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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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A note on local asymptotic behaviour for Brownian motion in Banach spaces
International Journal of Mathematics and Mathematical Sciences, 1979 In this paper we obtain an integral characterization of a two-sided upper function for Brownian motion in a real separable Banach space. This characterization generalizes that of Jain and Taylor [2] where B=ℝn.
Mou-Hsiung Chang
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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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Pseudodifferential operators on $L^p$, Wiener amalgam and modulation spaces [PDF]
, 2009 We give a complete characterization of the continuity of pseudodifferential operators with symbols in modulation spaces $M^{p,q}$, acting on a given Lebesgue space $L^r$.
Cordero, Elena, Nicola, Fabio
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Functions of locally bounded variation on Wiener spaces
, 2014 We introduce the concept of functions of locally bounded variation on abstract Wiener spaces and study their properties. Some nontrivial examples and applications to stochastic analysis are also discussed.Comment: 20 pages, accepted for ...
Hino, Masanori
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Trace operators on Wiener amalgam spaces [PDF]
, 2016 The paper deals with trace operators of Wiener amalgam spaces using frequency-uniform decomposition operators and maximal inequalities, obtaining sharp results.
Cunanan, Jayson, Tsutsui, Yohei
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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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Multi-valued, singular stochastic evolution inclusions
, 2013 We provide an abstract variational existence and uniqueness result for multi-valued, monotone, non-coercive stochastic evolution inclusions in Hilbert spaces with general additive and Wiener multiplicative noise.
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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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