2 papers
math.PR2023
Integral Functionals of Probability that Depend Only on Mean Values
Daniel W. Stroock
It is shown that affine functions are the only continuous real valued functions on R whose integrals with respect to compactly supported probability measures depend only on the mea…
math.PR2011
On a flow of transformations of a Wiener space
J. Najnudel, D. Stroock, M. Yor
In this paper, we define, via Fourier transform, an ergodic flow of transformations of a Wiener space which preserves the law of the Ornstein-Uhlenbeck process and which interpolat…