| _version_ | 1866901248409600000 |
|---|---|
| author | M. GEETHA |
| author_facet | M. GEETHA |
| contents | <div>This paper characterize wiener process by taking values in a Hilbert space.</div> <div>A standard wiener process is stochastic process {W<sub>t </sub>}<sub>t≥0+ </sub>indesed by nonnegative real numbers t with the following properties:</div> <div>W<sub>0 </sub>= 0</div> <div>With probability 1, the function t <strong>→ </strong>W<sub>t</sub> is continuous in t.</div> <div>The process {W<sub>t </sub>}<sub>t≥0 </sub>has stationary, independent increments.</div> <div>The increments W<sub>t+s</sub><em>-<sup> </sup></em>W<sub>s </sub>has the NORMAL (0,t) distribution</div> |
| format | Recurso digital |
| id | zenodo_https___doi_org_10_5281_zenodo_15062775 |
| institution | Zenodo |
| language | eng |
| publishDate | 2024 |
| publisher | Zenodo |
| record_format | zenodo |
| spellingShingle | Characterization of a wiener process taking values in a Hilbert space M. GEETHA Wiener process Hilbert space Characteristic function Orthonormal system <div>This paper characterize wiener process by taking values in a Hilbert space.</div> <div>A standard wiener process is stochastic process {W<sub>t </sub>}<sub>t≥0+ </sub>indesed by nonnegative real numbers t with the following properties:</div> <div>W<sub>0 </sub>= 0</div> <div>With probability 1, the function t <strong>→ </strong>W<sub>t</sub> is continuous in t.</div> <div>The process {W<sub>t </sub>}<sub>t≥0 </sub>has stationary, independent increments.</div> <div>The increments W<sub>t+s</sub><em>-<sup> </sup></em>W<sub>s </sub>has the NORMAL (0,t) distribution</div> |
| title | Characterization of a wiener process taking values in a Hilbert space |
| topic | Wiener process Hilbert space Characteristic function Orthonormal system |
| url | https://doi.org/10.5281/zenodo.15062775 |