White noise space analysis and multiplicative change of measures

DOI10.1063/5.0042756OpenAlexW3121107430MaRDI QIDQ5884315

Palle E. T. Jorgensen, Motke Porat, Daniel Alpay

Publication date: 20 March 2023

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

Full work available at URL: https://arxiv.org/abs/2101.01397

Mathematics Subject Classification ID

Gaussian processes (60G15) White noise theory (60H40) Stochastic integrals (60H05) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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