Results 41 to 50 of about 164,084 (286)
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
Wiener measure for Heisenberg group
, 2013 In this paper, we build Wiener measure for the path space on the Heisenberg group by using of the heat kernel corresponding to the sub-Laplacian and give the definition of the Wiener integral.
Liu, Heping, Wang, Yingzhan
core +1 more source
Journal of the American Mathematical Society, 2002 We study problems of sampling and interpolation in a wide class of weighted spaces of entire functions. These weights are characterized by the property that their natural regularization as the envelop of the unit ball of the corresponding space is equivalent to the original weight.
Lyubarskii, Yurii I., Seip, Kristian
openaire +1 more source
Cubature on Wiener Space: Pathwise Convergence [PDF]
Applied Mathematics & Optimization, 2012 Cubature on Wiener space [Lyons, T.; Victoir, N.; Proc. R. Soc. Lond. A 8 January 2004 vol. 460 no. 2041 169-198] provides a powerful alternative to Monte Carlo simulation for the integration of certain functionals on Wiener space. More specifically, and in the language of mathematical finance, cubature allows for fast computation of European option ...
Christian Bayer, Peter K. Friz
openaire +3 more sources
A Rotation of Admixable Operators on Abstract Wiener Space with Applications
Journal of Function Spaces and Applications, 2013 We investigate certain rotation properties of the abstract Wiener measure. To determine our rotation property for the Wiener measure, we introduce the concept of an admixable operator via an algebraic structure on abstract Wiener space.
Jae Gil Choi, Seung Jun Chang
doaj +1 more source
A Class of infinite dimensional stochastic Processes with unbounded Diffusion
, 2014 The paper studies Dirichlet forms on the classical Wiener space and the Wiener space over non-compact complete Riemannian manifolds. The diffusion operator is almost everywhere an unbounded operator on the Cameron--Martin space.
Karlsson, John, Löbus, Jörg-Uwe
core +1 more source
Fundamental theorem of Wiener calculus
International Journal of Mathematics and Mathematical Sciences, 1990 In this paper we define and develop a theory of differentiation in Wiener space C[0,T]. We then proceed to establish a fundamental theorem of the integral calculus for C[0,T].
Chull Park +2 more
doaj +1 more source
Advanced Functional Materials, EarlyView.This study uncovers the unexplored role of intermolecular interactions in multiphoton absorption in coordination polymers. By analyzing [Zn2tpda(DMA)2(DMF)0.3], it shows how the electronic coupling of the chromophores and confinement in the MOF enhance two‐and three‐photon absorption.
Simon Nicolas Deger +11 more
wiley +1 more source
Paley--Wiener theorems on the Siegel upper half-space
, 2017 In this paper we study spaces of holomorphic functions on the Siegel upper half-space $\mathcal U$ and prove Paley-Wiener type theorems for such spaces. The boundary of $\mathcal U$ can be identified with the Heisenberg group $\mathbb H_n$.
Arcozzi, Nicola +3 more
core +1 more source
Toughening β‐Ga2O3 via Mechanically Seeded Dislocations
Advanced Functional Materials, EarlyView.β‐Ga2O3 is promising for next‐generation semiconductors but its brittleness limits flexible and high‐precision applications. Here, mechanically seeded dislocations introduced by surface deformation improved damage tolerance in (001) β‐Ga2O3. Nanoindentation and characterization show dislocations suppress cleavage cracks by enabling stable plastic ...
Zanlin Cheng +5 more
wiley +1 more source