General Appell systems

  • Philip Feinsilver
  • René Schott
Part of the Mathematics and Its Applications book series (MAIA, volume 347)


Given two measures on RN, p1, p2, the convolution p1 * p2 is defined by the relation
$$\int {f(x)(p_1 * p_2 )(dx) = \iint {f(x + x\prime)p_1 (dx)p_2 (dx\prime)}}$$
for all bounded continuous functions f. In fact it is sufficient that this relation hold for all complex exponentials e iax , with aR N .


Convolution Operator Jump Time Continuous Time Process Relation Hold White Noise Input 
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Copyright information

© Kluwer Academic Publishers 1996

Authors and Affiliations

  • Philip Feinsilver
    • 1
  • René Schott
    • 2
  1. 1.Department of MathematicsSouthern Illinois UniversityCarbondaleUSA
  2. 2.CRINUniversité de Nancy 1Vandoeuvre-les-NancyFrance

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