Quelques espaces fonctionnels associés à des processus gaussiens

Ciesielski, Z. ; Kerkyacharian, G. ; Roynette, B.

Studia Mathematica, Tome 104 (1993), p. 171-204 / Harvested from The Polish Digital Mathematics Library

Résumé

The first part of the paper presents results on Gaussian measures supported by general Banach sequence spaces and by particular spaces of Besov-Orlicz type. In the second part, a new constructive isomorphism between the just mentioned sequence spaces and corresponding function spaces is established. Consequently, some results on the support function spaces for the Gaussian measure corresponding to the fractional Brownian motion are proved. Next, an application to stochastic equations is given. The last part of the paper contains a result on the support function spaces for stable processes with independent increments.

Détail

Publié le : 1993-01-01
EUDML-ID : urn:eudml:doc:216028

Bibliographie

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