dc.contributor.authorPrivault, Nicolas
dc.date.accessioned2013-10-31T05:46:30Z
dc.date.available2013-10-31T05:46:30Z
dc.date.copyright2012en_US
dc.date.issued2012
dc.identifier.citationPrivault, N. (2012). Laplace transform identities and measure-preserving transformations on the Lie–Wiener–Poisson spaces. Journal of functional analysis, 263(10), 2993-3023.en_US
dc.identifier.issn0022-1236en_US
dc.identifier.urihttp://hdl.handle.net/10220/17123
dc.description.abstractGiven a divergence operator δ on a probability space such that the law of δ(h) is infinitely divisible with characteristic exponent we derive a family of Laplace transform identities for the derivative ∂E[eλδ(u)]/∂λ when u is a non-necessarily adapted process. These expressions are based on intrinsic geometric tools such as the Carleman–Fredholm determinant of a covariant derivative operator and the characteristic exponent (0.1), in a general framework that includes the Wiener space, the path space over a Lie group, and the Poisson space. We use these expressions for measure characterization and to prove the invariance of transformations having a quasi-nilpotent covariant derivative, for Gaussian and other infinitely divisible distributions.en_US
dc.language.isoenen_US
dc.relation.ispartofseriesJournal of functional analysisen_US
dc.subjectDRNTU::Science::Mathematics::Analysis
dc.titleLaplace transform identities and measure-preserving transformations on the Lie–Wiener–Poisson spaces.en_US
dc.typeJournal Article
dc.contributor.schoolSchool of Physical and Mathematical Sciencesen_US
dc.identifier.doihttp://dx.doi.org/10.1016/j.jfa.2012.07.017


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record