Results 11 to 20 of about 164,359 (189)
Invariant measures and random attractors of stochastic delay differential equations in Hilbert space
Electronic 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]
, 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
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
openaire +1 more source
Chaotic expansion in the G-expectation space [PDF]
Opuscula 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
Mathematics, 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]
, 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
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
doaj +1 more source
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
doaj +1 more source
Some remarks about the positivity of random variables on a Gaussian probability space [PDF]
, 2004 Let $(W,H,\mu)$ be an abstract Wiener space and $L$ be a probability density of class LlogL. Using the measure transportation of Monge-Kantorovitch, we prove that the kernel of the projection of L on the second Wiener chaos defines an (Hilbert-Schmidt ...
Feyel, D., Ustunel, A. S.
core +3 more sources