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Title

Quelques espaces fonctionnels associés à des processus gaussiens

Authors 1, 2, 3

Affiliations

  1. Institute of Mathematics, Polish Academy of Sciences, Abrahama 18, 81-825 Sopot, Poland
  2. Faculté de Mathémathiques et Informatique, Université de Picardie, 33, Rue Saint Leu, 80039 Amiens Cedex 1, France
  3. Département de Mathématiques, Université de Nancy, B.P. 239, 54506 Vandœuvre-lès-Nancy, Cedex, France

Abstract

The first part of the paper presents results on Gaussian measures supported by general Banach sequence spaces and by particular spaces of Besov-Orlicz type. In the second part, a new constructive isomorphism between the just mentioned sequence spaces and corresponding function spaces is established. Consequently, some results on the support function spaces for the Gaussian measure corresponding to the fractional Brownian motion are proved. Next, an application to stochastic equations is given. The last part of the paper contains a result on the support function spaces for stable processes with independent increments.

Bibliography

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Studia Mathematica
1993/107/2
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Pages:
171-204
Main language of publication
French
Received
1993-01-04
Accepted
1993-04-14
Published
1993
Exact and natural sciences