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Stochastic Wiener filter in the white noise space [PDF]

open access: yesOpuscula Mathematica, 2020
In this paper we introduce a new approach to the study of filtering theory by allowing the system's parameters to have a random character. We use Hida's white noise space theory to give an alternative characterization and a proper generalization to the ...
Daniel Alpay, Ariel Pinhas
doaj   +1 more source

Integrability on the Abstract Wiener Space of Double Sequences and Fernique Theorem

open access: yesJournal of Function Spaces, 2021
The integrability of a function defined on the abstract Wiener space of double Fourier coefficients is explored. The abstract Wiener space is also a Hilbert space.
Jeong-Gyoo Kim
doaj   +1 more source

Cold Welding in Hold Down Points of Space Mechanisms Due to Fretting When Omitting Grease

open access: yesLubricants, 2021
Cold welding refers to an effect related to space (vacuum). The heavy vibrations during a launch subject interfaces (hold down points) to oscillating motions which may lead to formation of a kind of “friction weld”. If so, these mechanisms may get stuck,
Andreas Merstallinger   +2 more
doaj   +1 more source

Basic Fundamental Formulas for Wiener Transforms Associated with a Pair of Operators on Hilbert Space

open access: yesMathematics, 2021
Segal introduce the Fourier–Wiener transform for the class of polynomial cylinder functions on Hilbert space, and Hida then develop this concept. Negrin define the extended Wiener transform with Hayker et al. In recent papers, Hayker et al. establish the
Hyun Soo Chung
doaj   +1 more source

Analytic Feynman Integral and a Change of Scale Formula for Wiener Integrals of an Unbounded Cylinder Function

open access: yesComplexity, 2020
We investigate the behavior of the unbounded cylinder function Fx=∫0Tα1tdxt2k⋅∫0Tα2tdxt2k⋅⋯⋅∫0Tαntdxt2k, k=1,2,… whose analytic Wiener integral and analytic Feynman integral exist, we prove some relationships among the analytic Wiener integral, the ...
Kim Young Sik
doaj   +1 more source

Invariant measures and random attractors of stochastic delay differential equations in Hilbert space

open access: yesElectronic Journal of Qualitative Theory of Differential Equations, 2022
This paper is devoted to a general stochastic delay differential equation with infinite-dimensional diffusions in a Hilbert space. We not only investigate the existence of invariant measures with either Wiener process or Lévy jump process, but also ...
Shangzhi Li, Shangjiang Guo
doaj   +1 more source

GTI-space : the space of generalized topological indices [PDF]

open access: yes, 2008
A new extension of the generalized topological indices (GTI) approach is carried out torepresent 'simple' and 'composite' topological indices (TIs) in an unified way.
A.R Matamala   +34 more
core   +1 more source

Chaotic expansion in the G-expectation space [PDF]

open access: yesOpuscula Mathematica, 2013
In this paper, we are motivated by uncertainty problems in volatility. We prove the equivalent theorem of Wiener chaos with respect to \(G\)-Brownian motion in the framework of a sublinear expectation space.
Hacène Boutabia, Imen Grabsia
doaj   +1 more source

The Hilbert Space of Double Fourier Coefficients for an Abstract Wiener Space

open access: yesMathematics, 2021
Fourier series is a well-established subject and widely applied in various fields. However, there is much less work on double Fourier coefficients in relation to spaces of general double sequences.
Jeong-Gyoo Kim
doaj   +1 more source

Stochastic Wiener Filter in the White Noise Space [PDF]

open access: yes, 2019
In this paper we introduce a new approach to the study of filtering theory by allowing the system's parameters to have a random character. We use Hida's white noise space theory to give an alternative characterization and a proper generalization to the ...
Alpay, Daniel, Pinhas, Ariel
core   +3 more sources

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