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Semigroups associated with generalized Brownian functionals

โœ Scribed by Takeyuki Hida; Hui-Hsiung Kuo


Publisher
Springer
Year
1992
Tongue
English
Weight
99 KB
Volume
45
Category
Article
ISSN
0037-1912

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๐Ÿ“œ SIMILAR VOLUMES


Substitution to parametrized generalized
โœ Hideaki Uemura ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ French โš– 152 KB

We discuss how to substitute Wiener functionals for parameters in generalized Wiener functionals: Let {ฮฆ(x); x โˆˆ R N } be generalized Wiener functionals parametrized by x โˆˆ R N and F be a non-degenerate Wiener functional in Malliavin's sense. Then, formally, it holds that ฮฆ(F ) = R N ฮฆ(x)ฮด x (F ) dx