mu-Brownian motion, dualities, diffusions, transforms, and reproducing kernel Hilbert spaces
DOI10.1007/s10959-021-01146-wzbMath1502.60113OpenAlexW4206932020MaRDI QIDQ2100016
Daniel Alpay, Palle E. T. Jorgensen
Publication date: 21 November 2022
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-021-01146-w
diffusionGaussian processesreproducing kernelsfractalMalliavin derivativeItô calculusstationary square-incrementsstochastic Fourier transformwhite noise space analysis
Computational methods in Markov chains (60J22) Gaussian processes (60G15) White noise theory (60H40) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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