Quadratic Wiener functionals and dynamic
β
Keisuke Hara; Nobuyuki Ikeda
π
Article
π
2001
π
Elsevier Science
π
French
β 258 KB
We introduce a new framework to study the structure of the probabilistic laws of quadratic Wiener functionals in terms of dynamics on Grassmannians. The key point is to identify the Jacobi equation derived by an analogue of Van Vleck formula with the space of its solutions according to M. Sato's fun