The moment problem on the Wiener space
| dc.creator | Herzberg, Frederik S | |
| dc.date | 2006-04-10 | |
| dc.date | 2006-12-05 | |
| dc.date.accessioned | 2026-07-07T07:10:42Z | |
| dc.date.available | 2026-07-07T07:10:42Z | |
| dc.description | Consider an $L^1$-continuous functional $\ell$ on the vector space of polynomials of Brownian motion at given times, suppose $\ell $ commutes with the quadratic variation in a natural sense, and consider a finite set of polynomials of Brownian motion at rational times, $f_1(\vec b),...,f_m(\vec b)$, mapping the Wiener space to $\mathbb{R}$. In the spirit of Schmüdgen's solution to the finite-dimensional moment problem, we give sufficient conditions under which $\ell$ can be written in the form $\int \cdot dμ$ for some finite measure $μ$ on the Wiener space such that $μ$-almost surely, all the random variables $f_1(\vec b),...,f_m(\vec b)$ are nonnegative. | |
| dc.description | 14 pages; Theorem 2 and Lemma 1 withdrawn | |
| dc.identifier | https://arxiv.org/abs/math/0604211 | |
| dc.identifier | http://arxiv.org/abs/math/0604211 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/111505 | |
| dc.subject | Probability | |
| dc.subject | Functional Analysis | |
| dc.subject | Primary 28C20, 28E05; Secondary 44A60, 03H05, 60J65 | |
| dc.title | The moment problem on the Wiener space | |
| dc.type | text |