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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Exploring a Fourier-Malliavin numerical model

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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