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. 1
This book gives the basis of the probabilistic functional analysis on Wiener space, developed during...
AbstractThe aim of this work is to construct the stochastic calculus of variations on Poisson space ...
ABSTRACT. In this paper we define and develop a theory of differentiation in Wiener space C[0,T]. We...
We investigate the structure and properties of a variety of generalized Wiener spaces. Our main focu...
We investigate the structure and properties of a variety of generalized Wiener spaces. Our main focu...
We investigate the structure and properties of a variety of generalized Wiener spaces. Our main focu...
We investigate the structure and properties of a variety of generalized Wiener spaces. Our main focu...
We investigate the structure and properties of a variety of generalized Wiener spaces. Our main focu...
We investigate the structure and properties of a variety of generalized Wiener spaces. Our main focu...
We investigate the structure and properties of a variety of generalized Wiener spaces. Our main focu...
AbstractThe classical representation of random variables as the Itô integral of nonanticipative inte...
AbstractThe abstract Wiener space, unlike the classical Wiener space, does not possess a natural not...
AbstractWe extend Föllmer's results on time reversal on Wiener space to the case of some reflected d...
Cameron and Storvick established a theorem for evaluat-ing in terms of a Wiener integral the Yeh-Wie...
We present the foundations of the theory of functions of bounded variation and sets of finite perime...
This book gives the basis of the probabilistic functional analysis on Wiener space, developed during...
AbstractThe aim of this work is to construct the stochastic calculus of variations on Poisson space ...
ABSTRACT. In this paper we define and develop a theory of differentiation in Wiener space C[0,T]. We...
We investigate the structure and properties of a variety of generalized Wiener spaces. Our main focu...
We investigate the structure and properties of a variety of generalized Wiener spaces. Our main focu...
We investigate the structure and properties of a variety of generalized Wiener spaces. Our main focu...
We investigate the structure and properties of a variety of generalized Wiener spaces. Our main focu...
We investigate the structure and properties of a variety of generalized Wiener spaces. Our main focu...
We investigate the structure and properties of a variety of generalized Wiener spaces. Our main focu...
We investigate the structure and properties of a variety of generalized Wiener spaces. Our main focu...
AbstractThe classical representation of random variables as the Itô integral of nonanticipative inte...
AbstractThe abstract Wiener space, unlike the classical Wiener space, does not possess a natural not...
AbstractWe extend Föllmer's results on time reversal on Wiener space to the case of some reflected d...
Cameron and Storvick established a theorem for evaluat-ing in terms of a Wiener integral the Yeh-Wie...
We present the foundations of the theory of functions of bounded variation and sets of finite perime...
This book gives the basis of the probabilistic functional analysis on Wiener space, developed during...
AbstractThe aim of this work is to construct the stochastic calculus of variations on Poisson space ...
ABSTRACT. In this paper we define and develop a theory of differentiation in Wiener space C[0,T]. We...