Transformation of conditional Wiener integrals under translation and the Cameron-Martin translation theorem

DOI10.2748/TMJ/1178229910zbMath0409.28006OpenAlexW1995798936MaRDI QIDQ1258840

K. Appert

Publication date: 1978

Published in: Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2748/tmj/1178229910

zbMATH Keywords

Wiener SpaceAbsolutely ContinuousCameron-Martin Translation TheoremConditional Wiener IntegralsWiener Integrable Functional

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (6)

Generalized Feynman integrals: The \({\mathcal L} (L_ 2,L_ 2)\) theory ⋮ Translation theorem of conditional Yeh-Wiener integrals ⋮ A simple formula for an analogue of conditional Wiener integrals and its applications ⋮ Linear Transformations of Wiener Integrals ⋮ A simple formula for an analogue of conditional wiener integrals and its applications II ⋮ Conditional Yeh-Wiener Integrals with Vector-Valued Conditioning Functions

Cites Work

• Unnamed Item
• Unnamed Item
• Inversion of conditional expectations
• Inversion of conditional Wiener integrals
• Harmonic analysis and Wiener integrals
• Transformations of Wiener integrals under translations
• Distributions in Hilbert Space and Canonical Systems of Operators

This page was built for publication: Transformation of conditional Wiener integrals under translation and the Cameron-Martin translation theorem