| Full text | |
| Author(s): |
Ruffino, Paulo R.
Total Authors: 1
|
| Document type: | Journal article |
| Source: | SAO PAULO JOURNAL OF MATHEMATICAL SCIENCES; v. 11, n. 1, p. 125-132, JUN 2017. |
| Web of Science Citations: | 0 |
| Abstract | |
We construct an abstract Wiener space based on the formal Fourier series of the white noise in the time interval {[}0, T] with 0 < T < infinity. This construction turns out to be one of the so called Malliavin numerical model for the Wiener process at time t, cf. Malliavin (Stochastic analysis. Springer, Berlin, 1997). Wiener integral is explored in this abstract structure. (AU) | |
| FAPESP's process: | 11/50151-0 - Dynamical phenomena in complex networks: fundamentals and applications |
| Grantee: | Elbert Einstein Nehrer Macau |
| Support type: | Research Projects - Thematic Grants |
| FAPESP's process: | 15/07278-0 - Stochastic dynamics: analytical and geometrical aspects with applications |
| Grantee: | Paulo Regis Caron Ruffino |
| Support type: | Research Projects - Thematic Grants |