An extension of Wiener integration with the use of operator theory

DOI10.1063/1.3196622zbMath1283.60081arXiv0901.0195OpenAlexW2030449105MaRDI QIDQ3583638

Palle E. T. Jorgensen, Myung-Sin Song

Publication date: 17 August 2010

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.0195

zbMATH Keywords

Brownian motionstochastic processesintegral equationsFourier analysisHilbert spacesapproximation theorytensorsmathematical operators

Mathematics Subject Classification ID

Stochastic integrals (60H05) Measures and integration on abstract linear spaces (46G12)

Related Items (5)

Stochastic Processes Induced by Singular Operators ⋮ Reproducing kernel Hilbert space vs. frame estimates ⋮ A class of Gaussian processes with fractional spectral measures ⋮ Spectral Theory for Gaussian Processes: Reproducing Kernels, Boundaries, and L²-Wavelet Generators with Fractional Scales ⋮ Nonuniform sampling, reproducing kernels, and the associated Hilbert spaces

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• Diagonals of normal operators with finite spectrum
• An Extension of Mercer's Theorem

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