Various topologies in the Wiener space and Lévy's stochastic area (Q1182494)
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English | Various topologies in the Wiener space and Lévy's stochastic area |
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Various topologies in the Wiener space and Lévy's stochastic area (English)
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28 June 1992
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We observe how Lévy's stochastic area looks when we see it through various topologies in the Wiener space. Our theorem implies that it is quite natural from the viewpoint of topology to define a distinct skeleton of Lévy's stochastic area \(S(w)\) for each distinct topology in the Wiener space, or equivalently, for each distinct abstract Wiener space on which the Wiener measure and \(S(w)\) are realized. Thus we cannot determine its intrinsic skeleton in the theory of abstract Wiener spaces.
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Lévy's stochastic area
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various topologies in the Wiener space
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theory of abstract Wiener spaces
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