Finitely additive functions in measure theory and applications

DOI10.7494/opmath.2024.44.3.323arXiv2205.07462OpenAlexW4391840078MaRDI QIDQ6125723

Palle E. T. Jorgensen, Daniel Alpay

Publication date: 11 April 2024

Published in: Opuscula Mathematica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2205.07462

zbMATH Keywords

Hilbert spacereproducing kernelsprobability spacecovarianceGaussian fieldsItô calculusgeneralized Brownian motiontransformsItô integration

Mathematics Subject Classification ID

Gaussian processes (60G15) Diffusion processes (60J60) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Linear operators in reproducing-kernel Hilbert spaces (including de Branges, de Branges-Rovnyak, and other structured spaces) (47B32)

Cites Work

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• A Schrödinger operator with a δ′‐interaction on a Cantor set and Krein–Feller operators
• Theory of Reproducing Kernels

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