FITZSIMMONS We show by example that the Wiener-space valued Brownian motion {Xt:t≥0} rst studied by Leonard Gross does not satisfy the Axiom of Polarity

We notice that the fact that equality in (10) implies that u is one- dimensional is a specific feature of the Gaussian setting, and the analogous statement does not hold for the

Abstract: We combine infinite-dimensional integration by parts procedures with a recursive re- lation on moments (reminiscent of a formula by Barbour (1986)), and deduce

Then by assuming that (µ n ) n≥0 is completely monotone, we obtain a new class of distributions satisfying conjecture C as shows the following theorem... Then the data of µ and µ

When the Itˆo process is observed without measurement noise, the posterior distribution given the observations x 0WN is.. ; x 0WN /d is the marginal distribution of the data

In this section we will prove basic results on capacitary potentials needed in the proof of the Wiener test. These results are easily deduced from the properties of the Green

Then we will try to understand this asymptotic Cram´er’s theorem from the perspec- tive of some recent ideas from [3] and [4] related to the Stein’s method on Wiener space and

We illustrate our abstract results in two different situations: (i) we prove a quantitative multivariate fourth moment theorem for vectors of multiple Wiener-Itô integrals, and (ii)

An abstract version of our ASCLT is stated and proven in Section 3, as well as an application to partial sums of non-linear functions of a strongly dependent Gaussian sequence..