Multiple Wiener Integrals And Nonlinear Functionals Of A Nuclear Space Valued Wiener Process
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Multiple Wiener Integrals And Nonlinear Functionals Of A Nuclear Space Valued Wiener Process
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Author : Víctor Pérez Abreu
language : en
Publisher:
Release Date : 1985
Multiple Wiener Integrals And Nonlinear Functionals Of A Nuclear Space Valued Wiener Process written by Víctor Pérez Abreu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with categories.
Let phi be the dual of a Countably Hilbert nuclear space and W sub t be a phi-Wiener process. This work constructs stochastic integrals and multiple Wiener integrals of operator valued processes with respect to W sub t. The Wiener decomposition of the space of phi-valued nonlinear functionals of W sub t is established. Also obtained are multiple stochastic integral expansions and representations of phi-valued nonlinear functionals of W sub t operator valued stochastic integrals of Ito type. (Author).
Product Stochastic Measures Multiple Stochastic Integrals And Their Extensions To Nuclear Space Valued Processes
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Author : Victor M. Perez-Abreu C.
language : en
Publisher:
Release Date : 1985
Product Stochastic Measures Multiple Stochastic Integrals And Their Extensions To Nuclear Space Valued Processes written by Victor M. Perez-Abreu C. and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Nuclear spaces (Functional analysis) categories.
A theory of L sub 2 valued product stochastic measures of non-identically distributed L sub 2 - independently scattered measures is developed using concepts of symmetric tensor product Hilber spaces. Applying the theory of vector valued measures we construct multiple stochastic integrals with respect to the product stochastic measures. A clear relationship between the theories of vector valued measures and multiple stochastic integrals is established. This work is related to the work by D.D. Engel (1982) who gives a different approach to the construction of product stochastic measures. The two approaches are compared. The second part of the work deals with multiple Wiener integrals and nonlinear functionals of a phi - valued Wiener process W sub t where phi is the dual of a Countably Hilbert Nuclear Space. We obtain the Wiener decomposition of the space of phi-valued nonlinear functionals as an inductive limit of appropriate Hilbert spaces. It is shown that every phi - valued nonlinear functional admits an expansion in terms of multiple Wiener integrals in one of these Hilbert spaces and can be represented as an operator valued stochastic integral of the Ito type. (Author).
Chaos Expansions Multiple Wiener Ito Integrals And Their Applications
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Author : Christian Houdre
language : en
Publisher: CRC Press
Release Date : 1994-04-05
Chaos Expansions Multiple Wiener Ito Integrals And Their Applications written by Christian Houdre and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-04-05 with Mathematics categories.
The study of chaos expansions and multiple Wiener-Ito integrals has become a field of considerable interest in applied and theoretical areas of probability, stochastic processes, mathematical physics, and statistics. Divided into four parts, this book features a wide selection of surveys and recent developments on these subjects. Part 1 introduces the concepts, techniques, and applications of multiple Wiener-Ito and related integrals. The second part includes papers on chaos random variables appearing in many limiting theorems. Part 3 is devoted to mixing, zero-one laws, and path continuity properties of chaos processes. The final part presents several applications to stochastic analysis.
Energy Research Abstracts
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Author :
language : en
Publisher:
Release Date : 1988
Energy Research Abstracts written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Power resources categories.
Scientific And Technical Aerospace Reports
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Author :
language : en
Publisher:
Release Date : 1994
Scientific And Technical Aerospace Reports written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Aeronautics categories.
Technical Reports Awareness Circular Trac
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Author :
language : en
Publisher:
Release Date : 1987-04
Technical Reports Awareness Circular Trac written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987-04 with Science categories.
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Author :
language : en
Publisher:
Release Date : 1994
written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Mathematical physics categories.
Generalized Functionals Of Brownian Motion And Their Applications
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Author : Nasir Uddin Ahmed
language : en
Publisher: World Scientific
Release Date : 2012
Generalized Functionals Of Brownian Motion And Their Applications written by Nasir Uddin Ahmed and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Mathematics categories.
This invaluable research monograph presents a unified and fascinating theory of generalized functionals of Brownian motion and other fundamental processes such as fractional Brownian motion and Levy process OCo covering the classical WienerOCoIto class including the generalized functionals of Hida as special cases, among others. It presents a thorough and comprehensive treatment of the WienerOCoSobolev spaces and their duals, as well as Malliavin calculus with their applications. The presentation is lucid and logical, and is based on a solid foundation of analysis and topology. The monograph develops the notions of compactness and weak compactness on these abstract Fock spaces and their duals, clearly demonstrating their nontrivial applications to stochastic differential equations in finite and infinite dimensional Hilbert spaces, optimization and optimal control problems. Readers will find the book an interesting and easy read as materials are presented in a systematic manner with a complete analysis of classical and generalized functionals of scalar Brownian motion, Gaussian random fields and their vector versions in the increasing order of generality. It starts with abstract Fourier analysis on the Wiener measure space where a striking similarity of the celebrated RieszOCoFischer theorem for separable Hilbert spaces and the space of WienerOCoIto functionals is drawn out, thus providing a clear insight into the subject.
Dissertation Abstracts International
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Author :
language : en
Publisher:
Release Date : 1986
Dissertation Abstracts International written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with Dissertations, Academic categories.
Resenhas Ime Usp
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Author :
language : en
Publisher:
Release Date : 1993
Resenhas Ime Usp written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Mathematics categories.