Finitely additive functions in measure theory and applications
DOI10.7494/opmath.2024.44.3.323arXiv2205.07462OpenAlexW4391840078MaRDI QIDQ6125723
Palle E. T. Jorgensen, Daniel Alpay
Publication date: 11 April 2024
Published in: Opuscula Mathematica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2205.07462
Hilbert spacereproducing kernelsprobability spacecovarianceGaussian fieldsItô calculusgeneralized Brownian motiontransformsItô integration
Gaussian processes (60G15) Diffusion processes (60J60) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Linear operators in reproducing-kernel Hilbert spaces (including de Branges, de Branges-Rovnyak, and other structured spaces) (47B32)
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