Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4669500 | Bulletin des Sciences Mathématiques | 2008 | 12 Pages |
Abstract
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.
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