Transformations and quadratic forms on Wiener spaces

Fuente: arXiv
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1. Verfasser: Taniguchi, Setsuo
Format: Preprint
Veröffentlicht: 2024
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author Taniguchi, Setsuo
author_facet Taniguchi, Setsuo
contents Two-way relationships between transformations and quadratic forms on Wiener spaces are investigated with the help of change of variables formulas on Wiener spaces. Further the evaluation of Laplace transforms of quadratic forms via Riccati or linear second order ODEs will be shown.
format Preprint
id arxiv_https___arxiv_org_abs_2404_02401
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Transformations and quadratic forms on Wiener spaces
Taniguchi, Setsuo
Probability
Primary 60H05, Secondary 58C20
Two-way relationships between transformations and quadratic forms on Wiener spaces are investigated with the help of change of variables formulas on Wiener spaces. Further the evaluation of Laplace transforms of quadratic forms via Riccati or linear second order ODEs will be shown.
title Transformations and quadratic forms on Wiener spaces
topic Probability
Primary 60H05, Secondary 58C20
url https://arxiv.org/abs/2404.02401