Transformations of Wiener measure and orthogonal expansions

DOI10.1142/S0219025716500181zbMath1350.60048arXiv1310.4722OpenAlexW2962741720MaRDI QIDQ2828067

Andrey A. Dorogovtsev, G. V. Riabov

Publication date: 24 October 2016

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.4722

zbMATH Keywords

Wiener measurecoalescencestochastic flowschaos expansionmultiple stochastic integrals

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Cites Work

• Nonclassical stochastic flows and continuous products
• Multidimensional diffusion processes.
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• Multiplicative white noise functionals and the Krylov-Veretennikov expansion for coalescing stochastic flows
• The Malliavin Calculus and Related Topics
• Stochastic Equations in Infinite Dimensions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Transformations of Wiener measure and orthogonal expansions