Operator scaled Wiener bridges
نویسندگان
چکیده
منابع مشابه
1 Fe b 20 11 General α - Wiener bridges
An α-Wiener bridge is a one-parameter generalization of the usual Wiener bridge, where the parameter α > 0 represents a mean reversion force to zero. We generalize the notion of α-Wiener bridges to continuous functions α : [0, T ) → R. We show that if the limit limt↑T α(t) exists and is positive, then a general α-Wiener bridge is in fact a bridge in the sense that it converges to 0 at time T wi...
متن کاملα-Wiener bridges: singularity of induced measures and sample path properties
Let us consider the process (X (α) t )t∈[0,T ) given by the SDE dX (α) t = − α T−t X (α) t dt+ dBt, t ∈ [0, T ), where α ∈ R, T ∈ (0,∞), and (Bt)t>0 is a standard Wiener process. In case of α > 0 the process X(α) is known as an α-Wiener bridge, in case of α = 1 as the usual Wiener bridge. We prove that for all α, β ∈ R, α 6= β, the probability measures induced by the processes X(α) and X(β) are...
متن کاملNanometric-Scaled Emulsions (Nanoemulsions)
Nanotechnology, shortened to nanotech, is the study of the controlling of matter on an atomic and molecular scale. Generally, nanotechnology deals with structures sized between 1 to 100 nanometer in at least one dimension and involves developing materials or devices within that size. The use of nanotechnology in the field of pharmaceutics and drug delivery has grown over the last few years, so ...
متن کاملOn the Inverse and Determinant of a Truncated Wiener-Hopf Operator
This paper focuses on the case where σ has the simplest Fisher-Hartwig singularity, one double zero. The method of [6] gives a first-order asymptotic result for the inverse. More recently Rambour and Seghier [5] found analogous and sharper results for the Toeplitz analogue. Neither of these serves our present purpose, which is to find a formula that holds uniformly throughout (0, α) with very s...
متن کاملInvertibility of the Gabor frame operator on the Wiener amalgam space
We use a generalization of Wiener’s 1/f theorem to prove that for a Gabor frame with the generator in the Wiener amalgam space W (L∞, ` )(R), the corresponding frame operator is invertible on this space. Therefore, for such a Gabor frame, the generator of the canonical dual belongs also to W (L∞, ` )(R).
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2015
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps/2014016