Integral Transforms of Square Integrable Functionals on Yeh-Wiener Space
نویسندگان
چکیده
منابع مشابه
Irregular and Simulatable Functionals on Wiener Space
be locally Lipschitz. This occurs in particular when d — 1. In that case it is possible to construct almost sure and L approximations X'(u>) of X(u>) by approximating the Brownian path u> and using the continuity of the Ito mapping (see e.g. [6] [28] [21]). Actually, with or without the Frobenius assumption, direct discretization schemes X' can be constructed which converge in V and for some sc...
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ژورنال
عنوان ژورنال: Kyungpook mathematical journal
سال: 2009
ISSN: 1225-6951
DOI: 10.5666/kmj.2009.49.1.155