Title:
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Wiener integral in the space of sequences of real numbers (English) |
Author:
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de Andrade, Alexandre |
Author:
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Ruffino, Paulo R. C. |
Language:
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English |
Journal:
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Archivum Mathematicum |
ISSN:
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0044-8753 (print) |
ISSN:
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1212-5059 (online) |
Volume:
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36 |
Issue:
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2 |
Year:
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2000 |
Pages:
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95-101 |
Summary lang:
|
English |
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Category:
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math |
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Summary:
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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:
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Wiener and Cameron-Martin space |
Keyword:
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space of sequences |
Keyword:
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Fourier series |
MSC:
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46G12 |
MSC:
|
60B11 |
MSC:
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60H05 |
MSC:
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60H07 |
idZBL:
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Zbl 1045.60003 |
idMR:
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MR1761614 |
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Date available:
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2008-06-06T22:25:23Z |
Last updated:
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2012-05-10 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/107722 |
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Reference:
|
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Reference:
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Reference:
|
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Reference:
|
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Reference:
|
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Reference:
|
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Reference:
|
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Reference:
|
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