Results 31 to 40 of about 164,359 (189)
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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Wiener–Beurling spaces and their properties [PDF]
Bulletin des Sciences Mathématiques, 2020 In this paper, we introduce the Wiener–Beurling space, which generalize the Wiener space of absolutely convergent Fourier series, the Berling space as well as the Cesàro and Copson spaces. We investigate their main properties: embeddings, duality, and interpolation.
Nursultanov, E., Tikhonov, S.
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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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Limiting laws associated with Brownian motion perturbed by its maximum, minmum and local time II [PDF]
, 2005 We obtain probability measures on the canonical space penalizing the Wiener measure by a function of its maximum (resp. minimum, local time).
Roynette, Bernard +2 more
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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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