Reflection principles for general Wiener function spaces

DOI10.4134/JKMS.2013.50.3.607MaRDI QIDQ2842890zbMATH OpenOpenAlexFDO

Authors Ian Pierce, David Skoug

Publication date 8 August 2013

Published in Journal of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL http://mathnet.or.kr/mathnet/kms_content.php?no=411092

zbMATH Keywords

distribution of supremumgeneralized Brownian motiongeneralized Wiener spaceYeh-Wiener space

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integration on abstract linear spaces (46G12) Generalized stochastic processes (60G20)

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(4)

• Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\)
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• Generalized integral transforms with the translation operator on function space
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