On a Flow of Transformations of a Wiener Space

DOI10.1007/978-3-642-29982-7_5zbMath1338.60176arXiv1101.4974OpenAlexW1891533022MaRDI QIDQ5261210

Marc Yor, Daniel W. Stroock, Joseph Najnudel

Publication date: 2 July 2015

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.4974

zbMATH Keywords

Fourier transformGaussian processOrnstein-Uhlenbeck processesWiener spaceflow of transformations

Mathematics Subject Classification ID

Gaussian processes (60G15) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10) Diffusion processes (60J60) Stochastic analysis (60H99)

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