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Multiple Wiener Integrals And Nonlinear Functionals Of A Nuclear Space Valued Wiener Process
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Book Synopsis Multiple Wiener Integrals and Nonlinear Functionals of a Nuclear Space Valued Wiener Process by : Víctor Pérez Abreu
Download or read book Multiple Wiener Integrals and Nonlinear Functionals of a Nuclear Space Valued Wiener Process written by Víctor Pérez Abreu and published by . This book was released on 1985 with total page 47 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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).
Book Synopsis Product Stochastic Measures, Multiple Stochastic Integrals and Their Extensions to Nuclear Space Valued Processes by : Victor M. Perez-Abreu C.
Download or read book Product Stochastic Measures, Multiple Stochastic Integrals and Their Extensions to Nuclear Space Valued Processes written by Victor M. Perez-Abreu C. and published by . This book was released on 1985 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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).
Book Synopsis Chaos Expansions, Multiple Wiener-Ito Integrals, and Their Applications by : Christian Houdre
Download or read book Chaos Expansions, Multiple Wiener-Ito Integrals, and Their Applications written by Christian Houdre and published by CRC Press. This book was released on 1994-04-05 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Energy Research Abstracts written by and published by . This book was released on 1988 with total page 1198 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Scientific and Technical Aerospace Reports by :
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1994 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Technical Reports Awareness Circular : TRAC. by :
Download or read book Technical Reports Awareness Circular : TRAC. written by and published by . This book was released on 1987-04 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book 数学物理学报 written by and published by . This book was released on 1994 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Generalized Functionals of Brownian Motion and Their Applications by : Nasir Uddin Ahmed
Download or read book Generalized Functionals of Brownian Motion and Their Applications written by Nasir Uddin Ahmed and published by World Scientific. This book was released on 2012 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Dissertation Abstracts International by :
Download or read book Dissertation Abstracts International written by and published by . This book was released on 1986 with total page 726 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Resenhas IME-USP written by and published by . This book was released on 1993 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Brownian Motion written by T. Hida and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: Following the publication of the Japanese edition of this book, several inter esting developments took place in the area. The author wanted to describe some of these, as well as to offer suggestions concerning future problems which he hoped would stimulate readers working in this field. For these reasons, Chapter 8 was added. Apart from the additional chapter and a few minor changes made by the author, this translation closely follows the text of the original Japanese edition. We would like to thank Professor J. L. Doob for his helpful comments on the English edition. T. Hida T. P. Speed v Preface The physical phenomenon described by Robert Brown was the complex and erratic motion of grains of pollen suspended in a liquid. In the many years which have passed since this description, Brownian motion has become an object of study in pure as well as applied mathematics. Even now many of its important properties are being discovered, and doubtless new and useful aspects remain to be discovered. We are getting a more and more intimate understanding of Brownian motion.
Book Synopsis Government Reports Announcements & Index by :
Download or read book Government Reports Announcements & Index written by and published by . This book was released on 1987 with total page 1168 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Dynamic Systems and Applications by :
Download or read book Dynamic Systems and Applications written by and published by . This book was released on 1996 with total page 668 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Government Reports Annual Index by :
Download or read book Government Reports Annual Index written by and published by . This book was released on 1987 with total page 954 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sections 1-2. Keyword Index.--Section 3. Personal author index.--Section 4. Corporate author index.-- Section 5. Contract/grant number index, NTIS order/report number index 1-E.--Section 6. NTIS order/report number index F-Z.
Book Synopsis Government Reports Annual Index: Keyword A-L by :
Download or read book Government Reports Annual Index: Keyword A-L written by and published by . This book was released on 1987 with total page 974 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Referativnyĭ zhurnal written by and published by . This book was released on 1988 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nuclear Science Abstracts written by and published by . This book was released on 1974 with total page 730 pages. Available in PDF, EPUB and Kindle. Book excerpt:
