Full Article: PDF
Scientific Object Identifier: http://s-o-i.org/1.1/TAS-08-100-20
DOI: https://dx.doi.org/10.15863/TAS.2021.08.100.20
Language: English
Citation: Halema, Z. Y. H. (2021). Finite Dimensional Approximation And Wiener Measure. ISJ Theoretical & Applied Science, 08 (100), 101-107. Soi: http://s-o-i.org/1.1/TAS-08-100-20 Doi: https://dx.doi.org/10.15863/TAS.2021.08.100.20 |
Pages: 101-107
Published: 30.08.2021
Abstract: We introduce the notion of the Finite Dimensional Approximation and Wiener Measure, Differential Calculus on the Riemannian Path Space and The maps ???? ?????? ?? ?? The matrix ?? ?? ? ?? . We prove the ?nite dimensional version of the intertwinning formula for the derivative Theorem (6.1.8) [1] and the ?nite dimensional integration by parts formula Theorem (3.2).
Key words: Riemannian manifold, Ito ?ltration, path space, Ornstein–Uhlenbeck operator, Gaussian measure, Wiener measures, Brownian motion.
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