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Wasserstein space over the Wiener space

Probability Theory and Related Fields, 2009
Define on an abstract Wiener space \((X,H,\mu)\) the lower semicontinuous distance \(d_H(x,y)=|x-y|_H\) if \(x-y\in H\) and \(d_H(x,y)=\infty\) otherwise. On the space of probability measures \({\mathcal P}(X)\) on \(X\) one considers the Wasserstein distance \[ W_s(\nu_1,\nu_2)^2:= \inf\left\{ \int_{X\times X} |x-y|_H^2\pi(dx,dy),\;\pi\in{\mathcal P ...
Fang, Shizan   +2 more
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Universal Wiener Space

1993
In the 1950’s Irving Segal developed for the needs of Quantum Field Theory, an abstract theory of integration on an abstract Hilbert space. In the 1960’s Leonard Gross has built the theory of gaussian borelian measures on an arbitrary Banach space. Looking for the greatest generality combined with the easiest approach, we shall follow an approach close
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Hausdorff measures on the Wiener space

Potential Analysis, 1992
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Feyel, D., de La Pradelle, A.
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A Nonlinear Deformation of Wiener Space

Journal of Theoretical Probability, 1998
The author considers a nonlinear deformation of Wiener spaces which is obtained by using Poincaré's disc and Bergman's measure instead of \(C\) and the standard measure \(k\exp(-|z|^2)\). The question is: what for? It would be nice if the author outlined a practical example where his theory would be of some use.
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Fourier analysis on wiener measure space

Journal of the Franklin Institute, 1968
Abstract The problem of representation of nonlinear systems on abstract spaces by a complete set of orthogonal functions defined on the same space was partly solved by Wiener, et al. (1–4) for nonlinear time invariant systems on the Wiener measure space (ΣI, BI, μ).
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Approximative limits on the Wiener space

2002
Let \((W,H,\mathbb{P})\) be the Wiener space over \(\mathbb{R}^d\). L. Gross defined a semi-norm \(N\) on \(H\) as measurable when there exists a finite random variable \(\widetilde N\) such that \(N(Q_n(w))\) goes to \(\widetilde N(w)\) in probability, for any sequence \(Q_n\) of finite rank projection operators in \(H\) which strongly increases to ...
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