A simple formula for conditional Wiener integrals with applications
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Publication:1109162
DOI10.2140/PJM.1988.135.381zbMath0655.28007OpenAlexW2091642018MaRDI QIDQ1109162
Publication date: 1988
Published in: Pacific Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2140/pjm.1988.135.381
Carathéodory extensionCameron-Martin type translation theoremKac-Feynman formulaYeh's inversion formula for conditional Wiener integrals
Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11)
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