Gaussian Measures on Function Spaces
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Cited in
(35)- Large deviations and the Strassen theorem in Hölder norm
- On the geometry of the random representations for viscous fluids and a remarkable pure noise representation
- Some examples and the connection between cylindrical measures and measurable norms.
- Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces
- Stochastic vorticity equation in \(\mathbb{R}^2\) with not regular noise
- Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations
- Stochastic two dimensional Euler equations
- Integration of Brownian vector fields.
- Gaussian measures on linear spaces
- Spectral approach for kernel-based interpolation
- Model reduction and neural networks for parametric PDEs
- Tools for Malliavin calculus in UMD Banach spaces
- Statistical properties of kernel principal component analysis
- A stochastic Gauss-Bonnet-Chern formula
- scientific article; zbMATH DE number 3872350 (Why is no real title available?)
- Asymptotic compactness and absorbing sets for 2D stochastic Navier-Stokes equations on some unbounded domains
- Geometric perspectives on reproducing kernels
- Schrödinger representation in Euclidean quantum field theory
- scientific article; zbMATH DE number 3658764 (Why is no real title available?)
- Wiener processes on manifolds of maps
- Compact Covariance Operators
- Th�or�me de traces stochastiques et fonctionnelles multiplicatives pour des champs gaussiens markoviens d'ordre p
- Markov processes on manifolds of maps
- scientific article; zbMATH DE number 3529220 (Why is no real title available?)
- scientific article; zbMATH DE number 3600863 (Why is no real title available?)
- Admissible vector fields and related diffusions on infinite-dimensional manifolds
- On stochastic convolution in banach spaces and applications
- A note on stochastic Navier-Stokes equations with not regular multiplicative noise
- Large deviations in a Gaussian setting: the role of the Cameron-Martin space
- Characteristic kernels on Hilbert spaces, Banach spaces, and on sets of measures
- A weak stochastic integral in Banach space with application to a linear stochastic differential equation
- Maximal regularity for stochastic convolutions driven by Lévy processes
- Uniform shrinking and expansion under isotropic Brownian flows
- Non-sequential weak supercyclicity and hypercyclicity
- Canonical correlation for stochastic processes
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