In mathematics, classical Wiener space is the collection of all continuous functions on a given domain (usually a subinterval of the real line), taking...
7 KB (973 words) - 09:34, 27 March 2023
infinite-dimensional spaces. The construction emphasizes the fundamental role played by the Cameron–Martin space. The classical Wiener space is the prototypical...
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Martingale representation theorem (redirect from Integral representation theorem for classical Wiener space)
{\displaystyle B_{t}} be a Brownian motion on a standard filtered probability space ( Ω , F , F t , P ) {\displaystyle (\Omega ,{\mathcal {F}},{\mathcal {F}}_{t}...
3 KB (584 words) - 09:31, 19 October 2023
space. Wiener's original construction only applied to the space of real-valued continuous paths on the unit interval, known as classical Wiener space...
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Norbert Wiener (1894 – 1964). Abstract Wiener space Classical Wiener space Paley–Wiener integral Paley–Wiener theorem Wiener algebra Wiener amalgam space Wiener...
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analysis. It expresses the value of some function F defined on the classical Wiener space of continuous paths starting at the origin as the sum of its mean...
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mathematics, the Wiener process is a real-valued continuous-time stochastic process named in honor of American mathematician Norbert Wiener for his investigations...
35 KB (5,875 words) - 22:26, 6 April 2024
In mathematics, the Paley–Wiener integral is a simple stochastic integral. When applied to classical Wiener space, it is less general than the Itō integral...
4 KB (603 words) - 05:04, 2 February 2023
R n {\displaystyle \mathbb {R} ^{n}} , this function space is known as a classical Wiener space. String metrics and edit distances. There are many ways...
80 KB (11,073 words) - 10:54, 11 May 2024
path space refers to any topological space of paths from one specified set into another. In particular, it may refer to: The classical Wiener space of continuous...
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