Naslov
Trajectories of Banach space valued Wiener processes

Autori
Elezović, Neven

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
VII Conference on Applied Mathematics (Osijek, 1989) / - Osijek, 1989, 59-66

Skup
VII Conference on Applied Mathematics

Mjesto i datum
Osijek, Hrvatska, 15.06.1989. - 18.06.1989

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
Wiener process; Banach spaces

Sažetak
Wiener process w(t), 0\le t\le T has H\"older continuous trajectories, with exponent \alpha<1/2. Also, for a Wiener process in a Hilbert space H=L^2(S), with nuclear covariance operator Q, one has w\in L_p(C^\alpha, H), \forall p>0. In the applications, the important cases are when H is not a Hilbert space and Q=I ; w(t) cylindrical process and the corresponding measure on H is not countably additive. It is shown that cylindrical Wiener process w takes its values in the Sobolev space W_s^{;-\beta};(S)\supset H and its trajectories satisfy w\in L_p(C^\alpha, W_s^{;-\beta};), whenever one has s\ge 2, \alpha<1/2-1/p, and \beta>n/s'.

Izvorni jezik
Engleski

Znanstvena područja
Matematika

POVEZANOST RADA