کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1157067 958924 2007 22 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On some Fourier aspects of the construction of certain Wiener integrals
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
On some Fourier aspects of the construction of certain Wiener integrals
چکیده انگلیسی

The existence and best L2L2-bounds for the Wiener type integrals ∫01f(s)dXs, where XX ranges through a wide class of Bessel-like centered processes, and ff belongs to L2([0,1])L2([0,1]), are discussed in terms of Fourier transforms associated with some characteristics of XX, thus providing some unification of previous results on this topic obtained by the authors [T. Funaki, Y. Hariya, M. Yor, Wiener integrals for centered powers of Bessel processes, I, Markov Processes and their Related Fields (2006) (in press), T. Funaki, Y. Hariya, F. Hirsch, M. Yor, On the construction of Wiener integrals with respect to certain pseudo-Bessel processes, Stochastic Processes and their Applications (2006) (in press)] as well as yielding new results.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 117, Issue 1, January 2007, Pages 1–22
نویسندگان
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