The Wiener sphere and Wiener measure

DOI10.1214/aop/1176989390zbMath0788.28008OpenAlexW1984943035MaRDI QIDQ2365732

Nigel J. Cutland, Siu-Ah Ng

Publication date: 29 June 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989390

zbMATH Keywords

JacobianWiener measurenonstandard analysisLoeb measureshiftsGaussian measureWiener sphereCameron-Martin densityLévy spherePincaré sphere

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Nonstandard models in mathematics (03H05) Nonstandard measure theory (28E05)

Related Items (10)

The self-normalized Donsker theorem revisited ⋮ On the converse law of large numbers ⋮ The allure of infinitesimals: Sergio Albeverio and nonstandard analysis ⋮ Limiting probability measures ⋮ Optimal estimation of shell thickness in Cutland’s construction of Wiener measure ⋮ OCCUPATION TIMES OF BROWNIAN SEGMENTS AND THE σ-FINITE WIENER MEASURE ⋮ Brownian motion on the Wiener sphere and the infinite-dimensional Ornstein-Uhlenbeck process ⋮ Limiting spherical integrals of bounded continuous functions ⋮ Pseudorandom vector generation using elliptic curves and applications to Wiener processes ⋮ Statistical analysis on high-dimensional spheres and shape spaces

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