A semigroup characterization of the multiparameter Wiener process期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

A semigroup characterization of the multiparameter Wiener process

Authors:	C. C. Y. Dorea

Affiliation:	(1) Departamento de Matemática, Universidade de Brasília, 70.910 Brasília-DF, Brasil

Abstract:	It is well known that the infinitesimal operator $Af = frac{1}{2}f'$ characterizes the Wiener process {W(t), t≥0}. In this paper we show that the family of operators $A_{C_l cdots C_k } pi f_j = frac{1}{2}left{ {mathop Sigma limits_j lambda _{q - l} (C_j ) mathop pi limits_{i ne j} f_i f'_j } right}$ plays the same role for the q-parameter Wiener process. Partially supported by CNPq Grant No. 200. 607/82.

Keywords:
本文献已被 SpringerLink 等数据库收录！