کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4669500 1346163 2008 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The moment problem on the Wiener space
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
The moment problem on the Wiener space
چکیده انگلیسی

Consider an L1-continuous functional ℓ on the vector space of polynomials of Brownian motion at given times, suppose ℓ commutes with the quadratic variation in a natural sense, and consider a finite set of polynomials of Brownian motion at rational times, , mapping the Wiener space to R.In the spirit of Schmüdgen's solution to the finite-dimensional moment problem, we give sufficient conditions under which ℓ can be written in the form ∫⋅dμ for some probability measure μ on the Wiener space such that μ-almost surely, all the random variables are nonnegative.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Bulletin des Sciences Mathématiques - Volume 132, Issue 1, January–February 2008, Pages 7-18