Spectral integrals of Bernoulli generalized functionals

DOI10.1080/17442508.2021.1959586MaRDI QIDQ5080069zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 31 May 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2107.10416

zbMATH Keywords

spectral measurespectral integralwhite noise theoryGel'fand tripleBernoulli functional

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) White noise theory (60H40) Topological linear spaces of test functions, distributions and ultradistributions (46F05) Measures and integration on abstract linear spaces (46G12)

Abstract: Let $mathcalSsubsetmathcal{L}^{2}subsetmathcal{S}^{\ast }$ be the Gel'fand triple over the Bernoulli space, where elements of $mathcal{S}^{\ast }$ are called Bernoulli generalized functionals. In this paper, we define integrals of Bernoulli generalized functionals with respect to a spectral measure (projection operator-valued measure) in the framework of $mathcalSsubsetmathcal{L}^{2}subsetmathcal{S}^{\ast }$, and examine their fundamental properties. New notions are introduced, several results are obtained and examples are also shown.

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Cited in

(3)

• Bochner-Wick integral for \(\mathcal{S}^* (M)\) space
• THE SPECTRAL SHIFT FUNCTION, THE CHARACTERISTIC FUNCTION OF A CONTRACTION, AND A GENERALIZED INTEGRAL
• A note on exotic integrals

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