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)

Review text

From the authors abstract: It is well-known that the ordinary single-parameter Wiener space exhibits a reflection principle. In this paper we establish a reflection principle for a generalized one-parameter Wiener space and apply it to the integration of a class of functionals on this space. We also discuss several notions of a reflection principle for the two-parameter Wiener space, and explore whether these actually hold.

Recommendations

• The Reflection Principle for Banach Space-Valued Analytic Functions
• scientific article; zbMATH DE number 4026461
• An extension to the Wiener space of the arbitrary functions principle
• scientific article; zbMATH DE number 59918
• Reflexivity on some function spaces
• Abstract Wiener space, revisited
• scientific article; zbMATH DE number 1300347
• On reflected Dirichlet spaces
• Fourier-type functionals on Wiener space

Cited in

(4)

• Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\)
• scientific article; zbMATH DE number 4062305 (Why is no real title available?)
• Generalized integral transforms with the translation operator on function space
• Weak reflection principle for Lévy processes

This page was built for publication: Reflection principles for general Wiener function spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2842890)