Results 11 to 20 of about 164,084 (286)
The Monge problem in Wiener Space [PDF]
Calculus of Variations and Partial Differential Equations, 2011 We address the Monge problem in the abstract Wiener space and we give an existence result provided both marginal measures are absolutely continuous with respect to the infinite dimensional Gaussian measure {\gamma}
D. Feyel +11 more
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Wiener–Luxemburg amalgam spaces [PDF]
Journal of Functional Analysis, 2022 In this paper we introduce the concept of Wiener-Luxemburg amalgam spaces which are a modification of the more classical Wiener amalgam spaces intended to address some of the shortcomings the latter face in the context of rearrangement-invariant Banach function spaces.
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The Wiener Closure Theorems for Abstract Wiener Spaces [PDF]
Proceedings of the American Mathematical Society, 1972 We introduce Y' and Y2 translates for functions in Y'1(a) and Y2(1i) where y is a Gaussian measure on a Banach space. With these translates and the Fourier-Wiener transforms defined by Cameron and Martin we obtain Wiener's closure theorem in Y2(u) and in Y1(p).
Kuelbs, J., Mandrekar, V.
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Phase-space quantum Wiener–Khintchine theorem
Optics Letters, 2022 We derive a quantum version of the classical-optics Wiener–Khintchine theorem within the framework of detection of phase-space displacements with a suitably designed quantum ruler. A phase-space-based quantum mutual coherence function is introduced that includes the contribution of the detector.
Ainara Álvarez-Marcos, Alfredo Luis
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Bilinear multipliers of weighted Wiener amalgam spaces and variable exponent Wiener amalgam spaces [PDF]
Journal of Inequalities and Applications, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kulak, Öznur, Gürkanlı, Ahmet Turan
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Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences, 2004 The Feynman-Kac formula enables one to represent the solutions to certain parabolic partial differential equations (PDEs) as integrals over the Wiener space; as a consequence, when using a Monte-Carlo approach to approximate the solution of a parabolic PDE, one is led to approximate an integral over the Wiener space.
Lyons, T, Victoir, N
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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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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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Relativistic diffusion processes and random walk models [PDF]
, 2007 The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As well-known, the Gaussian transition probability density function (PDF) of this process is in conflict with special relativity,
C. W. Gardiner +17 more
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