A change of scale formula for Wiener integrals of cylinder functions on the abstract Wiener space II
نویسندگان
چکیده
منابع مشابه
A Change of Scale Formula for Wiener Integrals of Cylinder Functions on the Abstract Wiener Space Ii
We show that for certain bounded cylinder functions of the form F(x) = μ̂((h1,x)∼, . . . ,(hn,x)∼), x ∈ B, where μ̂ :Rn → C is the Fourier-transform of the complexvalued Borel measure μ on (Rn), the Borel σ -algebra of Rn with ‖μ‖ < ∞, the analytic Feynman integral of F exists, although the analytic Feynman integral, limz→−iq Iaw(F ;z)= limz→−iq(z/2π) ∫ Rn f( →u)exp{−(z/2)| →u|2}d →u, do not alwa...
متن کاملSeries expansion of Wiener integrals via block pulse functions
In this paper, a suitable numerical method based on block pulse functions is introduced to approximate the Wiener integrals which the exact solution of them is not exist or it may be so hard to find their exact solutions. Furthermore, the error analysis of this method is given. Some numerical examples are provided which show that the approximation method has a good degree of accuracy. The main ...
متن کاملNumerical Evaluation of Wiener Integrals
Here, Jc F[x]w(dx) denotes the Wiener integral, and / F[0(u, ■ )]v(du) denotes an integral over some Euclidean space. In [1] Cameron determined a pair (v, 0) by imposing on (1.2) the condition that the formula be exact for polynomial functionals of degree ^3. Imposing the same requirement, Vladimirov [5] constructed a family of pairs (v, 6). In this paper we shall develop a class of approximati...
متن کاملThe Clark–ocone Formula for Vector Valued Random Variables in Abstract Wiener Space
Erratum to " The Clark-Ocone formula for vector valued random variables in abstract Wiener space " , Jour. In this paper we considered the extension of the Clark-Ocone formula for a random variable defined on an abstract Wiener space (W, H, µ) and taking values in a Banach space (denoted there either B or Y). The main result appears in Theorem 3.4. Unfortunately, as first pointed out to us by J...
متن کاملdeveloping a pattern based on speech acts and language functions for developing materials for the course “ the study of islamic texts translation”
هدف پژوهش حاضر ارائه ی الگویی بر اساس کنش گفتار و کارکرد زبان برای تدوین مطالب درس "بررسی آثار ترجمه شده ی اسلامی" می باشد. در الگوی جدید، جهت تدوین مطالب بهتر و جذاب تر، بر خلاف کتاب-های موجود، از مدل های سطوح گفتارِ آستین (1962)، گروه بندی عملکردهای گفتارِ سرل (1976) و کارکرد زبانیِ هالیدی (1978) بهره جسته شده است. برای این منظور، 57 آیه ی شریفه، به صورت تصادفی از بخش-های مختلف قرآن انتخاب گردید...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Mathematics and Mathematical Sciences
سال: 2001
ISSN: 0161-1712,1687-0425
DOI: 10.1155/s0161171201004537