multiple wiener integral Latest Research Papers

Recursive Multiple Wiener Integral Expansion for Nonlinear Filtering of Diffusion Processes

stochastic processes and functional analysis ◽

10.1201/9781003067597-16 ◽

2020 ◽

pp. 199-208 ◽

Cited By ~ 1

Author(s):

Sergey Lototsky ◽

Boris L. Rozovskii

Keyword(s):

Nonlinear Filtering ◽

Diffusion Processes ◽

Wiener Integral ◽

Multiple Wiener Integral

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RENORMALISATION DU TEMPS LOCAL DES POINTS TRIPLES DU MOUVEMENT BROWNIEN

Infinite Dimensional Analysis Quantum Probability and Related Topics ◽

10.1142/s0219025706002536 ◽

2006 ◽

Vol 09 (04) ◽

pp. 547-566 ◽

Cited By ~ 1

Author(s):

R. JENANE ◽

R. HACHAICHI ◽

L. STREIT

Keyword(s):

Brownian Motion ◽

Local Time ◽

Wiener Integral ◽

Intersection Local Time ◽

Higher Dimensional ◽

Independent Brownian Motion ◽

Mouvement Brownien ◽

Multiple Wiener Integral

We show that each term of the multiple Wiener integral expansion for the renormalized triple self-intersection local time of higher dimensional Brownien motion converges in law to an independent Brownian motion.

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Henstock's multiple wiener integral and henstock's version of hu-meyer theorem

Mathematical and Computer Modelling ◽

10.1016/j.mcm.2004.03.008 ◽

2005 ◽

Vol 42 (1-2) ◽

pp. 139-149 ◽

Cited By ~ 1

Author(s):

Tin-Lam Toh ◽

Tuan-Seng Chew

Keyword(s):

Wiener Integral ◽

Multiple Wiener Integral

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ANALYSIS ON HILBERT SPACE WITH REPRODUCING KERNEL ARISING FROM MULTIPLE WIENER INTEGRAL

Selected Papers of Takeyuki Hida ◽

10.1142/9789812794611_0009 ◽

2001 ◽

pp. 142-168 ◽

Cited By ~ 3

Author(s):

TAKEYUKI HIDA ◽

NOBUYUKI IKEDA

Keyword(s):

Hilbert Space ◽

Reproducing Kernel ◽

Wiener Integral ◽

Multiple Wiener Integral

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ON MULTIPLE WIENER INTEGRAL EXPANSIONS FOR D ′-VALUED NONLINEAR RANDOM FUNCTIONALS

Acta Mathematica Scientia ◽

10.1016/s0252-9602(18)30210-8 ◽

1993 ◽

Vol 13 (2) ◽

pp. 220-228 ◽

Cited By ~ 1

Author(s):

Jianglun Wu

Keyword(s):

Wiener Integral ◽

Multiple Wiener Integral

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Multiple Wiener integral in the space of continuous functions of infinitely many variables

Ukrainian Mathematical Journal ◽

10.1007/bf01060762 ◽

1988 ◽

Vol 39 (4) ◽

pp. 328-333

Author(s):

G. I. Bilushchak

Keyword(s):

Continuous Functions ◽

Wiener Integral ◽

Space Of Continuous Functions ◽

Multiple Wiener Integral

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Remark on the Multiple Wiener Integral.

10.21236/ada186015 ◽

1987 ◽

Author(s):

R. Brigola

Keyword(s):

Wiener Integral ◽

Multiple Wiener Integral

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Complex Multiple Wiener Integral

Selected Papers ◽

10.1007/978-1-4612-5370-9_15 ◽

1987 ◽

pp. 217-240 ◽

Cited By ~ 1

Author(s):

Kiyosi Itô

Keyword(s):

Wiener Integral ◽

Multiple Wiener Integral

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