Results 31 to 40 of about 164,084 (286)
Some Fine Properties of BV Functions on Wiener Spaces
Analysis and Geometry in Metric Spaces, 2015 In this paper we define jump set and approximate limits for BV functions on Wiener spaces and show that the weak gradient admits a decomposition similar to the finite dimensional case.
Ambrosio Luigi +2 more
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Reproducing kernel method for solving wiener-hopf equations of the second kind [PDF]
Journal of Hyperstructures, 2016 This paper proposed a reproducing kernel method for solving Wiener-Hopf equations of the second kind. In order to eliminate the singularity of the equation, a transform is used.
Azizallah Alvandi +2 more
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On the grand Wiener amalgam spaces [PDF]
Rocky Mountain Journal of Mathematics, 2020 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Generalized Integral Transforms via the Series Expressions
Mathematics, 2020 From the change of variable formula on the Wiener space, we calculate various integral transforms for functionals on the Wiener space. However, not all functionals can be obtained by using this formula.
Hyun Soo Chung
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Invariance of Malliavin Fields on Ito's Wiener Space and on Abstract Wiener Space
Journal of Functional Analysis, 1996 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gong, Fu-Zhou, Ma, Zhi-Ming
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Large deviation principle for fractional Brownian motion with respect to capacity
, 2019 We show that fractional Brownian motion(fBM) defined via Volterra integral representation with Hurst parameter $H\geq\frac{1}{2}$ is a quasi-surely defined Wiener functional on classical Wiener space,and we establish the large deviation principle(LDP ...
Li, Jiawei, Qian, Zhongmin
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A change of scale formula for Wiener integrals on abstract Wiener spaces
International Journal of Mathematics and Mathematical Sciences, 1994 In this paper we obtain a change of scale formula for Wiener integrals on abstract Wiener spaces. This formula is shown to hold for many classes of functions of interest in Feynman integration theory and quantum mechanics.
Il Yoo, David Skoug
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BV-regularity for the Malliavin Derivative of the Maximum of the Wiener Process
, 2013 We prove that, on the classical Wiener space, the random variable $\sup_{0\le t \le T} W_t$ admits a measure as second Malliavin derivative, whose total variation measure is finite and singular w.r.t.\ the Wiener ...
Trevisan, Dario
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Fractional Paley–Wiener and Bernstein spaces [PDF]
Collectanea Mathematica, 2020 AbstractWe introduce and study a family of spaces of entire functions in one variable that generalise the classical Paley–Wiener and Bernstein spaces. Namely, we consider entire functions of exponential typeawhose restriction to the real line belongs to the homogeneous Sobolev space$$\dot{W}^{s,p}$$W˙s,pand we call these spaces fractional Paley–Wiener ...
Alessandro Monguzzi +2 more
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A Path-Integral Approach to the Cameron-Martin-Maruyama-Girsanov Formula Associated to a Bilaplacian
Journal of Function Spaces and Applications, 2012 We define the Wiener product on a bosonic Connes space associated to a Bilaplacian and we introduce formal Wiener chaos on the path space. We consider the vacuum distribution on the bosonic Connes space and show that it is related to the heat semigroup ...
Rémi Léandre
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