| ชื่อเรื่อง | : | Laplace transform identities and measure-preserving transformations on the Lie–Wiener–Poisson spaces. |
| นักวิจัย | : | Privault, Nicolas. |
| คำค้น | : | DRNTU::Science::Mathematics::Analysis. |
| หน่วยงาน | : | Nanyang Technological University, Singapore |
| ผู้ร่วมงาน | : | - |
| ปีพิมพ์ | : | 2555 |
| อ้างอิง | : | Privault, N. (2012). Laplace transform identities and measure-preserving transformations on the Lie–Wiener–Poisson spaces. Journal of functional analysis, 263(10), 2993-3023. , 0022-1236 , http://hdl.handle.net/10220/17123 , http://dx.doi.org/10.1016/j.jfa.2012.07.017 |
| ที่มา | : | - |
| ความเชี่ยวชาญ | : | - |
| ความสัมพันธ์ | : | Journal of functional analysis |
| ขอบเขตของเนื้อหา | : | - |
| บทคัดย่อ/คำอธิบาย | : | Given a divergence operator δ on a probability space such that the law of δ(h) is infinitely divisible with characteristic exponent we derive a family of Laplace transform identities for the derivative ∂E[eλδ(u)]/∂λ when u is a non-necessarily adapted process. These expressions are based on intrinsic geometric tools such as the Carleman–Fredholm determinant of a covariant derivative operator and the characteristic exponent (0.1), in a general framework that includes the Wiener space, the path space over a Lie group, and the Poisson space. We use these expressions for measure characterization and to prove the invariance of transformations having a quasi-nilpotent covariant derivative, for Gaussian and other infinitely divisible distributions. |
| บรรณานุกรม | : |
Privault, Nicolas. . (2555). Laplace transform identities and measure-preserving transformations on the Lie–Wiener–Poisson spaces..
กรุงเทพมหานคร : Nanyang Technological University, Singapore. Privault, Nicolas. . 2555. "Laplace transform identities and measure-preserving transformations on the Lie–Wiener–Poisson spaces.".
กรุงเทพมหานคร : Nanyang Technological University, Singapore. Privault, Nicolas. . "Laplace transform identities and measure-preserving transformations on the Lie–Wiener–Poisson spaces.."
กรุงเทพมหานคร : Nanyang Technological University, Singapore, 2555. Print. Privault, Nicolas. . Laplace transform identities and measure-preserving transformations on the Lie–Wiener–Poisson spaces.. กรุงเทพมหานคร : Nanyang Technological University, Singapore; 2555.
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