The homogeneous chaos from the standpoint of vector measures

DOI10.1098/rsta.1997.0054zbMath0912.46049OpenAlexW2027659853MaRDI QIDQ4353716

P. R. Masani

Publication date: 26 May 1999

Published in: Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rsta.1997.0054

zbMATH Keywords

tensor productshomogeneous chaoscovariance structureFubini type theoremcontrol measure problemBrownian motion random measuresEinstein's Brownian motion stochastic processintegration with respect to Markovian kernelsLebesgue type decompositionsLebesgue-Pettis integrability conditionnon-Gaussian random variablesWiener's equality

Mathematics Subject Classification ID

Brownian motion (60J65) Probabilistic methods in Banach space theory (46B09) Vector-valued measures and integration (46G10)

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