On the scooping property of measures by means of disjoint balls
Let C 0r [0; t] denote the analogue of the r-dimensional Wiener space, define X t: C r[0; t] → ℝ2r by X t (x) = (x(0); x(t)). In this paper, we introduce a simple formula for the conditional expectations with the conditioning function X t. Using this formula, we evaluate the conditional analytic Feynman integral for the functional , where η is a complex Borel measure on [0, t], and θ(s, ·) and φ are the Fourier-Stieltjes transforms of the complex Borel measures on ℝr. We then introduce an integral...
Un théorème classique exprime qu’à partir d’un semi-groupe d’opérateurs sur l’espace des fonctions continues tendant vers 0 à l’infini, , , , continue, , on peut construire un processus markovien “standard”, à trajectoires réglées et continues à droite, quasi-continu à gauche ; l’espace des états est supposé localement compact à base dénombrable d’ouverts. Nous supposons ici que l’espace des états est seulement universellement mesurable dans un souslinien complètement régulier ; le processus...
This work is devoted to the concept of statistical solution of the Navier-Stokes equations, proposed as a rigorous mathematical object to address the fundamental concept of ensemble average used in the study of the conventional theory of fully developed turbulence. Two types of statistical solutions have been proposed in the 1970’s, one by Foias and Prodi and the other one by Vishik and Fursikov. In this article, a new, intermediate type of statistical solution is introduced and studied. This solution...
The first part of the paper presents results on Gaussian measures supported by general Banach sequence spaces and by particular spaces of Besov-Orlicz type. In the second part, a new constructive isomorphism between the just mentioned sequence spaces and corresponding function spaces is established. Consequently, some results on the support function spaces for the Gaussian measure corresponding to the fractional Brownian motion are proved. Next, an application to stochastic equations is given. The...