Wiener integral in the space of sequences of real numbers

Alexandre de Andrade; Paulo R. C. Ruffino

Archivum Mathematicum (2000)

  • Volume: 036, Issue: 2, page 95-101
  • ISSN: 0044-8753

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de Andrade, Alexandre, and Ruffino, Paulo R. C.. "Wiener integral in the space of sequences of real numbers." Archivum Mathematicum 036.2 (2000): 95-101. <http://eudml.org/doc/248568>.

@article{deAndrade2000,
abstract = {},
author = {de Andrade, Alexandre, Ruffino, Paulo R. C.},
journal = {Archivum Mathematicum},
keywords = {Wiener and Cameron-Martin space; space of sequences; Fourier series; abstract Wiener space; sequence spaces},
language = {eng},
number = {2},
pages = {95-101},
publisher = {Department of Mathematics, Faculty of Science of Masaryk University, Brno},
title = {Wiener integral in the space of sequences of real numbers},
url = {http://eudml.org/doc/248568},
volume = {036},
year = {2000},
}

TY - JOUR
AU - de Andrade, Alexandre
AU - Ruffino, Paulo R. C.
TI - Wiener integral in the space of sequences of real numbers
JO - Archivum Mathematicum
PY - 2000
PB - Department of Mathematics, Faculty of Science of Masaryk University, Brno
VL - 036
IS - 2
SP - 95
EP - 101
AB -
LA - eng
KW - Wiener and Cameron-Martin space; space of sequences; Fourier series; abstract Wiener space; sequence spaces
UR - http://eudml.org/doc/248568
ER -

References

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  3. Ikeda N., Watanabe S., Stochastic Differential Equations and Diffusion Processes, 2nd edition (1989), North-Holland Publishing Company. (1989) Zbl0684.60040MR1011252
  4. Katznelson Y., An Introduction to Harmonic Analysis, Dover Publications (1976). (1976) Zbl0352.43001MR0422992
  5. Kuo H. H., Gaussian measures in Banach spaces, Lecture Notes in Math. 463 (1975) , Springer-Verlag. (1975) Zbl0306.28010MR0461643
  6. Nualart D., Malliavin Calculus and Related Topics, Springer-Verlag 1996. (1996) 
  7. Revuz D., Yor M., Continuous Martingales and Brownian Motion, Springer-Verlag 1991. (1991) Zbl0731.60002MR1083357
  8. Watanabe S., Lectures on Stochastic Differential Equations and Malliavin Calculus, Tata Inst. Fundamental Research (1984), Springer-Verlag. (1984) Zbl0546.60054MR0742628

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