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Characterization of a wiener process taking values in a Hilbert space

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M. GEETHA *

Department Of Mathematics, Saradha Gangadharan College, Puducherry – 605010, India.

Review Article
 

World Journal of Advanced Research and Reviews, 2024, 24(01), 2379–2385
Article DOI: 10.30574/wjarr.2024.24.1.3164
DOI url: https://doi.org/10.30574/wjarr.2024.24.1.3164

Received on 08 September 2024; revised on 15 October 2024; accepted on 18 October 2024

This paper characterize wiener process by taking values in a Hilbert space.
A standard wiener process is stochastic process {Wt }t≥0+ indesed by nonnegative real numbers t with the following properties:
W0 = 0
With probability 1, the function t → Wt is continuous in t.
The process {Wt }t≥0 has stationary, independent increments.
The increments Wt+s- Ws has the NORMAL (0,t) distribution

Wiener process; Hilbert space; Characteristic function; Orthonormal system

https://wjarr.co.in/sites/default/files/fulltext_pdf/WJARR-2024-3164.pdf

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M. GEETHA. Characterization of a wiener process taking values in a Hilbert space. World Journal of Advanced Research and Reviews, 2024, 24(01), 2379–2385. Article DOI: https://doi.org/10.30574/wjarr.2024.24.1.3164

Copyright © 2024 Author(s) retain the copyright of this article. This article is published under the terms of the Creative Commons Attribution Liscense 4.0

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