Approximation and entropy numbers of Volterra operators with application to Brownian motion

DOI10.1090/memo/0745zbMath0999.47034OpenAlexW2022658924MaRDI QIDQ4534867

Werner Linde, Mikhail Lifshits

Publication date: 18 June 2002

Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a19383984972f994dd0563f9fac4a93f1cbcbdbd

zbMATH Keywords

monotonicityBrownian motionapproximation numbersentropy numbersBrownian bridgesVolterra integral operatorkernel functionsscale transformationsCarl's approximation bounds for diagonal operatorsGluskin's estimates for the approximation numberssmall ball behaviour of weighted Wiener processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Local theory of Banach spaces (46B07) Riesz operators; eigenvalue distributions; approximation numbers, (s)-numbers, Kolmogorov numbers, entropy numbers, etc. of operators (47B06) Linear operators on function spaces (general) (47B38) Integral operators (47G10) Research exposition (monographs, survey articles) pertaining to operator theory (47-02)

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