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Various topologies in the Wiener space and Lévy's stochastic area

✍ Scribed by Hiroshi Sugita


Publisher
Springer
Year
1992
Tongue
English
Weight
572 KB
Volume
91
Category
Article
ISSN
1432-2064

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📜 SIMILAR VOLUMES


Lévy's Stochastic Area and the Principle
✍ Setsuo Taniguchi 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 125 KB

Let (W 0 , H 0 , + 0 ) be the 2-dimensional classical pinned Wiener space over [0, 1]. A localization phenomenon will be shown for stochastic oscillatory integrals with Le vy's stochastic area as phase function.