REFLECTION PRINCIPLES FOR GENERAL WIENER FUNCTION SPACES
Ian Pierce, David Skoug
Abstract
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Ian Pierce, David Skoug
Abstract
Open-access reader
It is well-known that the ordinary single-parameter Wiener space exhibits a reflection principle. In this paper we establish a reflection principle for a generalized one-parameter Wiener space and apply it to the integration of a class of functionals on this space. We also discuss several notions of a reflection principle for the two-parameter Wiener space, and explore whether these actually hold.
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It is well-known that the ordinary single-parameter Wiener space exhibits a reflection principle. In this paper we establish a reflection principle for a generalized one-parameter Wiener space and apply it to the integration of a class of functionals on this space. We also discuss several notions of a reflection principle for the two-parameter Wiener space, and explore whether these actually hold.
Key concepts: Reflection principle (Wiener process), Integral representation theorem for classical Wiener space, Mathematics, Classical Wiener space, Reflection (computer programming), Space (punctuation), Class (philosophy), Function space