- Wiener measure
- винеровская мера
English-Russian Dictionary on Probability, Statistics, and Combinatorics. — Philadelphia and Moscow. Society for Industrial and Applied Mathematics and TVP Science Publishers. K. A. Borovkov. 1994.
Wiener measure
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Wiener process — In mathematics, the Wiener process is a continuous time stochastic process named in honor of Norbert Wiener. It is often called Brownian motion, after Robert Brown. It is one of the best known Lévy processes (càdlàg stochastic processes with… … Wikipedia
Wiener sausage — For the food sometimes called a Wiener (sausage), see hot dog or Vienna sausage. In the mathematical field of probability, the Wiener sausage is a neighborhood of the trace of a Brownian motion up to a time t , given by taking all points within a … Wikipedia
Measure For Measure — Maß für Maß (engl. Measure for Measure) ist eine Komödie von William Shakespeare. Sie zählt zu den so genannten „Problemstücken“ aus Shakespeares Werk und wurde 1604 verfasst. Handlung Dem Herzog Vincentio sind die Gesetze in Wien zu oft… … Deutsch Wikipedia
Measure for Measure — Maß für Maß (engl. Measure for Measure) ist eine Komödie von William Shakespeare. Sie zählt zu den so genannten „Problemstücken“ aus Shakespeares Werk und wurde 1604 verfasst. Handlung Dem Herzog Vincentio sind die Gesetze in Wien zu oft… … Deutsch Wikipedia
Classical Wiener space — In mathematics, classical Wiener space is the collection of all continuous functions on a given domain (usually a sub interval of the real line), taking values in a metric space (usually n dimensional Euclidean space). Classical Wiener space is… … Wikipedia
Abstract Wiener space — An abstract Wiener space is a mathematical object in measure theory, used to construct a decent (strictly positive and locally finite) measure on an infinite dimensional vector space. It is named after the American mathematician Norbert Wiener.… … Wikipedia
Cylinder set measure — In mathematics, cylinder set measure (or promeasure, or premeasure, or quasi measure, or CSM) is a kind of prototype for a measure on an infinite dimensional vector space. An example is the Gaussian cylinder set measure on Hilbert space. Cylinder … Wikipedia
Gaussian measure — In mathematics, Gaussian measure is a Borel measure on finite dimensional Euclidean space R n , closely related to the normal distribution in statistics. There is also a generalization to infinite dimensional spaces. Gaussian measures are named… … Wikipedia
Integral representation theorem for classical Wiener space — In mathematics, the integral representation theorem for classical Wiener space is a result in the fields of measure theory and stochastic analysis. Essentially, it shows how to decompose a function on classical Wiener space into the sum of its… … Wikipedia
Strictly positive measure — In mathematics, strict positivity is a concept in measure theory. Intuitively, a strictly positive measure one that is nowhere zero , or that it is zero only on points .DefinitionLet ( X , T ) be a Hausdorff topological space and let Sigma; be a… … Wikipedia
Radon measure — In mathematics (specifically, measure theory), a Radon measure, named after Johann Radon, is a measure on the σ algebra of Borel sets of a Hausdorff topological space X that is locally finite and inner regular. Contents 1 Motivation 2 Definitions … Wikipedia
