The Wiener sphere and Wiener measure
DOI10.1214/AOP/1176989390zbMATH Open0788.28008OpenAlexW1984943035MaRDI QIDQ2365732FDOQ2365732
Authors: 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
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Wiener measureGaussian measureJacobianshiftsnonstandard analysisLoeb measureWiener sphereCameron-Martin densityLévy spherePincaré sphere
Brownian motion (60J65) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Nonstandard measure theory (28E05) Nonstandard models in mathematics (03H05)
Cited In (17)
- 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
- On Witsenhausen-Kalai constants for infinite-dimensional surface dynamical measures
- On a measure in Wiener space and applications
- Infinitesimals in Action
- OCCUPATION TIMES OF BROWNIAN SEGMENTS AND THE σ-FINITE WIENER MEASURE
- The allure of infinitesimals: Sergio Albeverio and nonstandard analysis
- Infinitesimals in abstract Wiener spaces
- Limiting probability measures
- Statistical analysis on high-dimensional spheres and shape spaces
- Title not available (Why is that?)
- The self-normalized Donsker theorem revisited
- Optimal estimation of shell thickness in Cutland’s construction of Wiener measure
- On the converse law of large numbers
- A spherical Wiener-Plancherel formula
- Quadrature formulas for the Wiener measure
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