Various topologies in the Wiener space and Lévy's stochastic area

DOI10.1007/BF01192058zbMath0739.60075OpenAlexW2077032227MaRDI QIDQ1182494

Hiroshi Sugita

Publication date: 28 June 1992

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01192058

zbMATH Keywords

Lévy's stochastic areatheory of abstract Wiener spacesvarious topologies in the Wiener space

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (5)

Properties of holomorphic Wiener functions -- skeleton, contraction, and local Taylor expansion ⋮ Gaussian measures on linear spaces ⋮ A convex/log-concave correlation inequality for Gaussian measure and an application to abstract Wiener spaces ⋮ Oscillatory integrals with quadratic phase function on a real abstract Wiener space ⋮ Differentiable measures and the Malliavin calculus

Cites Work

• A note on conditional exponential moments and Onsager-Machlup functionals
• Convex measures on locally convex spaces
• A Gaussian correlation inequality for symmetric convex sets
• On the convergence of sums of independent Banach space valued random variables
• Some Remarks on Hu and Meyer’s Paper and Infinite-Dimensional Calculus on Finitely Additive Canonical Hilbert Space
• Measurable Functions on Hilbert Space
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Various topologies in the Wiener space and Lévy's stochastic area