Results 1 to 10 of about 69,676 (112)
The Gaussian Radon transform in classical Wiener space [PDF]
Communications on Stochastic Analysis, 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. A Fock space decomposition is also established for Gaussian measure conditioned to closed affine subspaces in Hilbert spaces.
Holmes, Irina, Sengupta, Ambar N.
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A CHANGE OF SCALE FORMULA FOR CONDITIONAL WIENER INTEGRALS ON CLASSICAL WIENER SPACE [PDF]
Journal of the Korean Mathematical Society, 2007 Let Xk(x) = ( ∫ T 0 α1(s)dx(s), . . . , ∫ T 0 αk(s)dx(s)) and Xτ (x) = (x(t1), . . ., x(tk)) on the classical Wiener space, where {α1, . . . , αk} is an orthonormal subset of L2[0, T ] and τ : 0 < t1 < · · · < tk = T is a partition of [0, T ]. In this paper, we establish a change of scale formula for conditional Wiener integrals E[Gr|Xk] of functions ...
Il Yoo +4 more
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Entropy, 2023 We formulate a general program for describing and analyzing continuous, differential weak, simultaneous measurements of noncommuting observables, which focuses on describing the measuring instrument autonomously, without states.
Christopher S. Jackson, Carlton M. Caves
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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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Journal of Functional Analysis, 2009 [For Part I, see the author, ibid. 203, No.~2, 401--424 (2003; Zbl 1038.81027).] The semi-classical limit of the lowest eigenvalue of a \(P(\phi)_2\)-Hamiltonian on a finite volume interval is determined. The problem is formulated in setting of abstract Wiener space and the condition of existence of such a limit is established as the main result ...
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Electronic Journal of Qualitative Theory of Differential Equations, 2017 The paper is devoted to the study of the solvability of a nonlinear Volterra–Stieltjes integral equation in the class of real functions defined, bounded and continuous on the real half-axis $\mathbb{R}_+$ and having finite limits at infinity.
Jozef Banas, Agnieszka Dubiel
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Characterization of inclusion relations between Wiener amalgam and some classical spaces
Journal of Functional Analysis, 2017 In this paper, we establish the sharp conditions for the inclusion relations between Besov spaces $B_{p,q}$ and Wiener amalgam spaces $W_{p,q}^s$. We also obtain the optimal inclusion relations between local hardy spaces $h^p$ and Wiener amalgam spaces $W_{p,q}^s$, which completely improve and extend the main results obtained by Cunanana, Kobayashib ...
Weichao Guo +3 more
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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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On some spaces of holomorphic functions of exponential growth on a half-plane
Concrete Operators, 2016 In this paper we study spaces of holomorphic functions on the right half-plane R, that we denote by Mpω, whose growth conditions are given in terms of a translation invariant measure ω on the closed half-plane R.
Peloso Marco M., Salvatori Maura
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Functions of bounded variation on the classical Wiener space and an extended Ocone–Karatzas formula
Stochastic Processes and their Applications, 2012 We prove an extension of the Ocone-Karatzas integral representation, valid for all $BV$ functions on the classical Wiener space. We establish also an elementary chain rule formula and combine the two results to compute explicit integral representations for some classes of $BV$ composite random variables.
PRATELLI, MAURIZIO, TREVISAN, DARIO
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