Quadratic Wiener functionals of square norms on measure spaces
Author(s) -
Setsuo Taniguchi
Publication year - 2008
Publication title -
communications on stochastic analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.224
H-Index - 10
eISSN - 2688-6669
pISSN - 0973-9599
DOI - 10.31390/cosa.2.1.02
Subject(s) - measure (data warehouse) , mathematics , quadratic equation , square (algebra) , pure mathematics , mathematical analysis , statistics , computer science , geometry , database
Stochastic oscillatory integrals associated with quadratic Wiener functionals obtained as square norms on measure spaces of first order Wiener chaos is investigated. As applications, the square norm of the Brownian sheet and quadratic Wiener functional related to the KdV equation will be studied. Abstract Wiener spaces were introduced by L. Gross in 1965 (3), and since then, have been playing a key role in infinite dimensional stochastic analysis. In this paper, we investigate the quadratic Wiener functional on an abstract Wiener space (X,H,") of the form F = 1 Z E (r
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