























In this article, we show that the Brownian motion on the circle constructed in Levy (1959) is a regular Euclidean Brownian motion on the half-circle with its own mirror image on the other half-circle, and is degenerated in the sense of Minlos (1959). This raises the question of what the white noise is on the circle. We then formally define the white noise space and its associated Brownian bridge.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。