The moment problem for some Wiener functionals: corrections to previous proofs (with an appendix by H. L. Pedersen)

DOI10.1239/jap/1127322032zbMath1138.60335OpenAlexW2157809297MaRDI QIDQ3367753

Per Hörfelt

Publication date: 26 January 2006

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1127322032

Mathematics Subject Classification ID

Brownian motion (60J65) Moment problems (44A60)

Related Items (5)

The equality cases of the Ehrhard-Borell inequality ⋮ New asymptotic expansion and error bound for Stirling formula of reciprocal Gamma function ⋮ Recent developments on the moment problem ⋮ A two-parameter extension of Urbanik’s product convolution semigroup ⋮ Stochastic Life Annuities

Cites Work

• The cube of a normal distribution is indeterminate
• On the lower tail of Gaussian seminorms
• Extremal properties of half-spaces for spherically invariant measures
• On Krein's theorem for indeterminacy of the classical moment problem
• The Ehrhard inequality
• Indeterminate moment problems and the theory of entire functions
• Remarks on converse Carleman and Krein criteria for the classical moment problem
• Symétrisation dans l'espace de Gauss.
• On some exponential functionals of Brownian motion
• Geometric bounds on certain sublinear functionals of geometric Brownian motion
• Correction to a paper by A. G. Pakes
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