The moment problem on the Wiener space (Q2468511): Difference between revisions

The authors study generalizations of the previously formulated question to other path spaces, with a particular emphasis on the Wiener space. Consider an \(L^1\)-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, \(f_1(\vec b),\dots,f_m(\vec b)\), mapping the Wiener space to \({\mathbb R}\). In the spirit of Schmüdgen's solution to the finite-dimensional moment problem, the authors give sufficient conditions under which \(l\) can be written in the form \(\int\cdot d\mu\) for some probability measure \(\mu\) on the Wiener space such that \(\mu\)-almost surely, all the random variables \(f_1(\vec b),\dots,f_m(\vec b)\) are nonnegative.