An extension of Wiener integration with the use of operator theory

DOI10.1063/1.3196622zbMath1283.60081arXiv0901.0195MaRDI QIDQ3583638

Palle E. T. Jorgensen, Myung-Sin Song

Publication date: 17 August 2010

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.0195

zbMATH Keywords

Brownian motion; stochastic processes; integral equations; Fourier analysis; Hilbert spaces; approximation theory; tensors; mathematical operators

Mathematics Subject Classification ID

60H05: Stochastic integrals

46G12: Measures and integration on abstract linear spaces

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