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math.PR2016★ 2 cited
A Category of Probability Spaces
Takanori Adachi, Yoshihiro Ryu
We introduce a category Prob of probability spaces whose objects are all probability spaces and arrows are corresponding to measurable functions satisfying an absolutely continuous…
math.PR2016
Distributional Itô's Formula and Regularization of Generalized Wiener Functionals
Takafumi Amaba, Yoshihiro Ryu
We investigate Bochner integrabilities of generalized Wiener functionals. We further formulate an Itô formula for a diffusion in a distributional setting, and apply to investigate…