Geometry of Differential Space
McKean, H. P.
Ann. Probab., Tome 1 (1973) no. 5, p. 197-206 / Harvested from Project Euclid
The purpose of this paper is to explain why it is fruitful to think of Wiener space as an infinite--dimensional sphere of radius $\infty\frac{1}{2}$. The idea goes back to Levy and Wiener and has recently been employed to advantage by Hida; Hida, Kubo, Nomoto and Yosizawa; Kono; Orihara and Umemura; their results will be reported upon below.
Publié le : 1973-04-14
Classification:  Brownian motion,  differential space,  polynomial chaos,  spherical harmonics,  Laplace operator,  60J65
@article{1176996973,
     author = {McKean, H. P.},
     title = {Geometry of Differential Space},
     journal = {Ann. Probab.},
     volume = {1},
     number = {5},
     year = {1973},
     pages = { 197-206},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996973}
}
McKean, H. P. Geometry of Differential Space. Ann. Probab., Tome 1 (1973) no. 5, pp.  197-206. http://gdmltest.u-ga.fr/item/1176996973/