作者: Hui-Hsiung Kuo
DOI: 10.1017/S0027763000015592
关键词: Abstract Wiener space 、 Reflection principle (Wiener process) 、 Paley–Wiener integral 、 Reflected Brownian motion 、 Mathematical analysis 、 Integral representation theorem for classical Wiener space 、 Pure mathematics 、 Bessel process 、 Stochastic differential equation 、 Mathematics 、 Classical Wiener space
摘要: This paper continues the study of stochastic integrals in Wiener space previously given in [14]. We will present, among other things, the detailed discussion and proofs of the results announced in [16]. Let H ⊂ B be an Wiener space.