The Wiener sphere and Wiener measure

DOI10.1214/AOP/1176989390MaRDI QIDQ2365732zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Wiener measureGaussian measureJacobianshiftsnonstandard analysisLoeb 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 measure theory (28E05) Nonstandard models in mathematics (03H05)

Recommendations

• Brownian motion on the Wiener sphere and the infinite-dimensional Ornstein-Uhlenbeck process
• Transformation of measure on Wiener space
• Infinitesimals in Action
• On a measure in Wiener space and applications
• Publication:4863302

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
• Infinitesimals in abstract Wiener spaces
• The allure of infinitesimals: Sergio Albeverio and nonstandard analysis
• Limiting probability measures
• Statistical analysis on high-dimensional spheres and shape spaces
• scientific article; zbMATH DE number 841146 (Why is no real title available?)
• 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

This page was built for publication: The Wiener sphere and Wiener measure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2365732)