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Title: Wiener integral in the space of sequences of real numbers (English)
Author: de Andrade, Alexandre
Author: Ruffino, Paulo R. C.
Language: English
Journal: Archivum Mathematicum
ISSN: 0044-8753 (print)
ISSN: 1212-5059 (online)
Volume: 36
Issue: 2
Year: 2000
Pages: 95-101
Summary lang: English
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Category: math
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Summary: Let $i:H\rightarrow W$ be the canonical Wiener space where $W$={$\sigma :[0,T]\rightarrow {R}$ continuous with $\sigma \left( 0\right) =0\rbrace $, $H$ is the Cameron-Martin space and $i$ is the inclusion. We lift a isometry $H\rightarrow l_{2}$ to a linear isomorphism $\Phi :W\rightarrow {\cal V}\subset {R}^{\infty }$ which pushes forward the Wiener structure into the abstract Wiener space (AWS) $i:l_{2}\rightarrow {\cal V}$. Properties of the Wiener integration in this AWS are studied. (English)
Keyword: Wiener and Cameron-Martin space
Keyword: space of sequences
Keyword: Fourier series
MSC: 46G12
MSC: 60B11
MSC: 60H05
MSC: 60H07
idZBL: Zbl 1045.60003
idMR: MR1761614
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Date available: 2008-06-06T22:25:23Z
Last updated: 2012-05-10
Stable URL: http://hdl.handle.net/10338.dmlcz/107722
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