On The Support Of Wiener Functionals

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Watanabe : Analysis of Wiener Functionals (Malliavin ...

    https://projecteuclid.org/euclid.aop/1176992255
    Keywords Sobolev spaces of Wiener functionals generalized Wiener functionals pull-back of Schwartz distributions asymptotic expansion of Wiener functionals heat kernels short-time asymptotics. CitationCited by: 312

[0707.0154] Non-degeneracy of Wiener functionals arising ...

    https://arxiv.org/abs/0707.0154
    Abstract: Malliavin Calculus is about Sobolev-type regularity of functionals on Wiener space, the main example being the Ito map obtained by solving stochastic differential equations. Rough path analysis is about strong regularity of solution to (possibly stochastic) differential equations. We combine arguments of both theories and discuss existence of a density for solutions to stochastic ...Cited by: 1

Brownian functional - Encyclopedia of Mathematics

    https://www.encyclopediaofmath.org/index.php/Brownian_functional
    Although the set of these regular Brownian paths is negligible with respect to the Wiener measure, certain Brownian functionals are completely determined by their restriction to this set. This fact is the keystone of several recent works on the concept of a skeleton of a Brownian functional, , .

29 Fourier Transforms of Distributions with Compact Support.

    https://www.sciencedirect.com/science/article/pii/S0079816908602779
    This chapter discusses the Fourier transforms of distributions with compact support and Paley-Wiener theorem. This chapter considers a continuous function f with compact support in R n.The chapter mentions that the Fourier transform of a continuous function with compact support can be extended to the complex space C n, as an entire analytic function of exponential type.

The support of the solution to a hyperbolic SPDE ...

    https://link.springer.com/article/10.1007/BF01192259
    Sep 01, 1994 · In this paper we prove Stroock-Varadhan type theorems for the topological support of a hyperbolic stochastic partial differential equation in the α-Hölder norm, for α∈(0, 1/2). Our approach is based on absolutely continuous transformations of Ω defined using non-homogeneous approximations of the Brownian sheet.Cited by: 21

Matsumoto , Taniguchi : Wiener Functionals of Second Order ...

    https://projecteuclid.org/download/pdf_1/euclid.ejp/1463434887
    The distributions of Wiener functionals of second order are infinitely divisible. An explicit expression of the associated Lévy measures in terms of the eigenvalues of the corresponding Hilbert-Schmidt operators on the Cameron-Martin subspace is presented. In some special cases, a formula for the densities of the distributions is given.Cited by: 13

Volterra-Wiener functionals for the analysis of nonlinear ...

    https://www.sciencedirect.com/science/article/pii/0016003266900640
    This paper gives new results on the application of Volterra-Wiener functionals to the analysis of nonlinear systems. Part I deals with the convergence properties of the Volterra-Wiener functional series both in the deterministic case and the stochastic case.Cited by: 70

MALLIAVIN CALCULUS FOR LIE GROUP-VALUED WIENER …

    http://faculty.virginia.edu/melcher/Mall_Lie2.pdf
    MALLIAVIN CALCULUS FOR LIE GROUP-VALUED WIENER FUNCTIONS TAI MELCHER Abstract. Let G be a Lie group equipped with a set of left invariant vector fields. These vector fields generate a function ξ on Wiener space into G via the stochastic version of …

(PDF) Double integral transforms and double convolution ...

    https://www.researchgate.net/publication/263752743_Double_integral_transforms_and_double_convolution_products_of_functionals_on_abstract_Wiener_space
    Double integral transforms and double convolution products of functionals on abstract Wiener space Article (PDF Available) in Integral Transforms and Special Functions 24(11) · November 2013 with ...

(PDF) Fourier-type functionals on Wiener space

    https://www.researchgate.net/publication/264153398_Fourier-type_functionals_on_Wiener_space
    In this paper, we consider the Fourier-type functionals introduced in [Chung HS, Tuan VK. Fourier-type functionals on Wiener space. Bull Korean Math Soc. 2012;49:609–619] and used in [Lee IY ...



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