On some Fourier aspects of the construction of certain Wiener integrals

Tadahisa Funaki, Y. Hariya, F. Hirsch, M. Yor

研究成果: Article

1 引用 (Scopus)

抄録

The existence and best L2-bounds for the Wiener type integrals ∫01 f (s) d Xs, where X ranges through a wide class of Bessel-like centered processes, and f belongs to L2 ([0, 1]), are discussed in terms of Fourier transforms associated with some characteristics of X, thus providing some unification of previous results on this topic obtained by the authors [T. Funaki, Y. Hariya, M. Yor, Wiener integrals for centered powers of Bessel processes, I, Markov Processes and their Related Fields (2006) (in press), T. Funaki, Y. Hariya, F. Hirsch, M. Yor, On the construction of Wiener integrals with respect to certain pseudo-Bessel processes, Stochastic Processes and their Applications (2006) (in press)] as well as yielding new results.

元の言語English
ページ(範囲)1-22
ページ数22
ジャーナルStochastic Processes and their Applications
117
発行部数1
DOI
出版物ステータスPublished - 2007 1
外部発表Yes

Fingerprint

Bessel Process
Wiener Integral
Random processes
Markov processes
Fourier transforms
Friedrich Wilhelm Bessel
Unification
Markov Process
Stochastic Processes
Fourier transform
Range of data
Integral
Bessel process
Class

ASJC Scopus subject areas

  • Statistics, Probability and Uncertainty
  • Mathematics(all)
  • Statistics and Probability
  • Modelling and Simulation

これを引用

On some Fourier aspects of the construction of certain Wiener integrals. / Funaki, Tadahisa; Hariya, Y.; Hirsch, F.; Yor, M.

:: Stochastic Processes and their Applications, 巻 117, 番号 1, 01.2007, p. 1-22.

研究成果: Article

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