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An Itô type isometry for loops in Rd via the Brownian bridge

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Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1655))

Abstract

We show that iterated stochastic integrals (in the Itô-sense) with respect to the Brownian bridge on R d give an explicit unitary isomorphism between the symmetric Fock space over the C d-valued square-integrable functions on the unit interval having zero mean and the space of complex valued L 2-functions on based continuous loops on R d.

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References

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Jacques Azéma Marc Yor Michel Emery

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© 1997 Springer-Verlag Berlin Heidelberg

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Gosselin, P., Wurzbacher, T. (1997). An Itô type isometry for loops in Rd via the Brownian bridge. In: Azéma, J., Yor, M., Emery, M. (eds) Séminaire de Probabilités XXXI. Lecture Notes in Mathematics, vol 1655. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0119307

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  • DOI: https://doi.org/10.1007/BFb0119307

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-62634-3

  • Online ISBN: 978-3-540-68352-0

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