کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9496008 | 1335208 | 2005 | 32 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Integration by parts on the law of the reflecting Brownian motion
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
We prove an integration by parts formula on the law of the reflecting Brownian motion Xâ|B| in the positive half line, where B is a standard Brownian motion. In other terms, we consider a perturbation of X of the form Xε=X+εh with h smooth deterministic function and ε>0 and we differentiate the law of Xε at ε=0. This infinitesimal perturbation changes drastically the set of zeros of X for any ε>0. As a consequence, the formula we obtain contains an infinite-dimensional generalized functional in the sense of Schwartz, defined in terms of Hida's renormalization of the squared derivative of B and in terms of the local time of X at 0. We also compute the divergence on the Wiener space of a class of vector fields not taking values in the Cameron-Martin space.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Functional Analysis - Volume 223, Issue 1, 1 June 2005, Pages 147-178
Journal: Journal of Functional Analysis - Volume 223, Issue 1, 1 June 2005, Pages 147-178
نویسندگان
Lorenzo Zambotti,