Results 41 to 50 of about 164,359 (189)
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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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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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
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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
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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
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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
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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
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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
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Relationships among transforms, convolutions, and first variations
International Journal of Mathematics and Mathematical Sciences, 1999 In this paper, we establish several interesting relationships involving the Fourier-Feynman transform, the convolution product, and the first variation for functionals F on Wiener space of the form F(x)=f(〈α1,x〉,…,〈αn,x〉),
Jeong Gyoo Kim +3 more
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