کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4593012 | 1335172 | 2006 | 17 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Lévy white noise measures on infinite-dimensional spaces: Existence and characterization of the measurable support
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Lévy white noise measures on infinite-dimensional spaces: Existence and characterization of the measurable support Lévy white noise measures on infinite-dimensional spaces: Existence and characterization of the measurable support](/preview/png/4593012.png)
چکیده انگلیسی
It is shown that a Lévy white noise measure Λ always exists as a Borel measure on the dual K′ of the space K of C∞ functions on R with compact support. Then a characterization theorem that ensures that the measurable support of Λ is contained in S′ is proved. In the course of the proofs, a representation of the Lévy process as a function on K′ is obtained and stochastic Lévy integrals are studied.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Functional Analysis - Volume 237, Issue 2, 15 August 2006, Pages 617-633
Journal: Journal of Functional Analysis - Volume 237, Issue 2, 15 August 2006, Pages 617-633