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

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)