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Mesures cylindriques et distributions sur l'espace de Wiener

Part of the Lecture Notes in Mathematics book series (LNM,volume 1390)

Résumé

Dans cette note nous montrons que toute distribution positive sur l'espace de Wiener peut être représentée en tant que measure de Radon sur l'espace des fonctions continues. A l'aide de ce résultat nous donnons des conditions suffisantes pour qu'une probabilité cylindrique soit de Radon.

Keywords

  • Radon Measure
  • Wiener Space
  • Cylindrical Measure
  • Nous Allons
  • Mouvement Brownien

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References Bibliographiques

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© 1989 Springer-Verlag

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Nualart, D., Üstünel, A.S. (1989). Mesures cylindriques et distributions sur l'espace de Wiener. In: Da Prato, G., Tubaro, L. (eds) Stochastic Partial Differential Equations and Applications II. Lecture Notes in Mathematics, vol 1390. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083945

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  • DOI: https://doi.org/10.1007/BFb0083945

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-51510-4

  • Online ISBN: 978-3-540-48200-0

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