論文

査読有り
2007年3月

Integration by parts formulae for Wiener measures on a path space between two curves

PROBABILITY THEORY AND RELATED FIELDS
ダウンロード
回数 : 210
  • Tadahisa Funaki
  • ,
  • Kensuke Ishitani

137
3-4
開始ページ
289
終了ページ
321
記述言語
英語
掲載種別
研究論文(学術雑誌)
DOI
10.1007/s00440-006-0010-9
出版者・発行元
SPRINGER

This paper is concerned with the integration by parts formulae for the pinned or the standard Wiener measures restricted on a space of paths staying between two curves. The boundary measures, concentrated on the set of paths touching one of the curves once, are specified. Our approach is based on the polygonal approximations. In particular, to establish the convergence of boundary terms, a uniform estimate is derived by means of comparison argument for a sequence of random walks conditioned to stay between two polygons. Applying the Brascamp-Lieb inequality, the stochastic integrals of Wiener type are constructed relative to the three-dimensional Bessel bridge or the Brownian meander.

リンク情報
DOI
https://doi.org/10.1007/s00440-006-0010-9
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000242881200002&DestApp=WOS_CPL
URL
http://link.springer.com/article/10.1007%2Fs00440-006-0010-9
ID情報
  • DOI : 10.1007/s00440-006-0010-9
  • ISSN : 0178-8051
  • Web of Science ID : WOS:000242881200002

エクスポート
BibTeX RIS