Isometria entre espaços de Wiener abstratos

AUTOR(ES)

Maria Luisa Cardoso Souza

DATA DE PUBLICAÇÃO

2001

RESUMO

In this monograph we construct an isomorphism of abstract Wiener space (A WS) between the canonical Wiener space given by the trajectories of the Brownian motion (i, BeM, Co[O,I]) and the A WS (i, lz, V) defined over a normed vector space given by a subset ofthe space ofsequences ofreal numbers. Moreover, we present a generalization of Paul Levy s Wiener measure in the space of continuous functions Co[O,I]. Precisely, he constructed the Wiener measure from a series of gaussian random variables multiplied by the Haar orthonormal basis of L 2 ([0,1], B([O,I], m), where B([O,I] is the Borel a-algebra in the interval [0,1] and m is the Lebesgue measure, we extend this method to a general orthonormal basis ofthis Hilbert space

ASSUNTO(S)

processo estocastico isometria movimentos brownianos martingala (matematica)

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