An analytic version of Wiener-Itô decomposition on abstract Wiener spaces

DOI10.11650/TJM/181207zbMath1427.60010OpenAlexW2907397808MaRDI QIDQ2631766

Yuh-Jia Lee, Hsin-Hung Shih

Publication date: 16 May 2019

Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.twjm/1545966024

zbMATH Keywords

abstract Wiener spaceWiener-Itô decompositionGauss transformSegal-Bargmann transformabstract Wiener measure

Mathematics Subject Classification ID

Hilbert spaces of continuous, differentiable or analytic functions (46E20) Spaces of differentiable or holomorphic functions on infinite-dimensional spaces (46E50) Probability theory on linear topological spaces (60B11)

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