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Further Results involving the Hilbert Space L2a,b[0, T]

Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics / Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics, (P)1226-0657; (E)2287-6081
2020, v.27 no.1, pp.1-11
https://doi.org/https://doi.org/10.7468/jksmeb.2020.27.1.1
Choi, Jae Gil
Skoug, David
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Abstract

In this paper we determine conditions which a function a(t) must satisfy to insure that the function a'(t) is an element of the separable Hilbert space L<sup>2</sup><sub>a,b</sub>[0, T]. We then proceed to illustrate our results with several pertinent examples and counter-examples.

keywords
generalized Brownian motion process, separable Hilbert space, total variation function, Wiener space

Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics