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Dal'nevostochnyi Matematicheskii Zhurnal, 2015, Volume 15, Number 2, Pages 156–165 (Mi dvmg306)  

This article is cited in 2 scientific papers (total in 2 papers)

Some remarks on integral parameters of Wiener process

A. A. Vladimirov

Dorodnitsyn Computing Centre of the Russian Academy of Sciences, Moscow
Full-text PDF (499 kB) Citations (2)
References:
Abstract: It is shown that if generalized function $\rho\in W_2^{-1}[0,1]$ is a multiplier of trace-class from space $W_2^1[0,1]$ to space $W_2^{-1}[0,1]$ then the distribution of stochastic variable $\int_0^1\rho\xi^2\,dt$ (where $\xi$ is a Wiener process) is determined by the spectrum of the boundary problem
$$ -y''=\lambda\rho y,\qquad y(0)=y'(1)=0, $$
as in the case when $\rho$ is a measure. An example of generalized function $\rho\in W_2^{-1}[0,1]$ that is not a multiplier of trace-class from $W_2^1[0,1]$ to $W_2^{-1}[0,1]$ is also given.
Key words: generalized function, multiplier, Wiener process, operator of trace-class.
Received: 10.04.2015
Bibliographic databases:
Document Type: Article
UDC: 517.984.42+519.218.7
MSC: Primary 34L20; Secondary 47B10, 60G15
Language: Russian
Citation: A. A. Vladimirov, “Some remarks on integral parameters of Wiener process”, Dal'nevost. Mat. Zh., 15:2 (2015), 156–165
Citation in format AMSBIB
\Bibitem{Vla15}
\by A.~A.~Vladimirov
\paper Some remarks on integral parameters of Wiener process
\jour Dal'nevost. Mat. Zh.
\yr 2015
\vol 15
\issue 2
\pages 156--165
\mathnet{http://mi.mathnet.ru/dvmg306}
\elib{https://elibrary.ru/item.asp?id=25058091}
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  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Дальневосточный математический журнал
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