Classical Wiener Space
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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In mathematics, classical Wiener space is the collection of all continuous functions on a given domain (usually a sub-interval of the real line), taking values in a metric space (usually n-dimensional Euclidean space). Classical Wiener space is useful in the study of stochastic processes whose sample paths are continuous functions. It is named after the American mathematician Norbert Wiener.Classical Wiener measure is a Gaussian measure: in particular, it is a strictl...
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In mathematics, classical Wiener space is the collection of all continuous functions on a given domain (usually a sub-interval of the real line), taking values in a metric space (usually n-dimensional Euclidean space). Classical Wiener space is useful in the study of stochastic processes whose sample paths are continuous functions. It is named after the American mathematician Norbert Wiener.Classical Wiener measure is a Gaussian measure: in particular, it is a strictly positive probability measure.
