The moment problem on the Wiener space

DOI10.1016/j.bulsci.2007.01.002zbMath1132.28007arXivmath/0604211OpenAlexW2054904246WikidataQ57543009 ScholiaQ57543009MaRDI QIDQ2468511

Frederik S. Herzberg, Sergio A. Albeverio

Publication date: 24 January 2008

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0604211

zbMATH Keywords

moment problemLoeb measureWiener space

Mathematics Subject Classification ID

Brownian motion (60J65) Moment problems (44A60) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Nonstandard models in mathematics (03H05) Nonstandard measure theory (28E05)

Related Items (2)

Moment problem in infinitely many variables ⋮ The allure of infinitesimals: Sergio Albeverio and nonstandard analysis

Cites Work

• Foundations of infinitesimal stochastic analysis
• The \(K\)-moment problem for compact semi-algebraic sets
• A non-standard representation for Brownian motion and Ito integration
• Positivity, sums of squares and the multi-dimensional moment problem
• An infinitesimal approach to stochastic analysis
• Nonstandard Construction of the Stochastic Integral and Applications to Stochastic Differential Equations.I
• Adapted Probability Distributions
• Conversion from Nonstandard to Standard Measure Spaces and Applications in Probability Theory
• A definable nonstandard model of the reals
• A definable nonstandard enlargement
• Positivity, sums of squares and the multi-dimensional moment problem II
• Positive polynomials and tame preorderings
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