Paley Wiener Integral
Versandkostenfrei!
Versandfertig in 6-10 Tagen
22,99 €
inkl. MwSt.
PAYBACK Punkte
11 °P sammeln!
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In mathematics, the Paley Wiener integral is a simple stochastic integral. When applied to classical Wiener space, it is less general than the It integral, but the two agree when they are both defined.The integral is named after its discoverers, Raymond Paley and Norbert Wiener. Let i : H E be an abstract Wiener space with abstract Wiener measure on E. Let j : E H be the adjoint of i. (We have abused notation slightly: strictly speaking, j : E H , but since H is a Hil...
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In mathematics, the Paley Wiener integral is a simple stochastic integral. When applied to classical Wiener space, it is less general than the It integral, but the two agree when they are both defined.The integral is named after its discoverers, Raymond Paley and Norbert Wiener. Let i : H E be an abstract Wiener space with abstract Wiener measure on E. Let j : E H be the adjoint of i. (We have abused notation slightly: strictly speaking, j : E H , but since H is a Hilbert space, it is isometrically isomorphic to its dual space H , by the Riesz representation theorem.)It can be shown that j is an injective function and has dense image in H. Furthermore, it can be shown that every linear functional f E is also square-integrable: in fact,
