Generalized conditional Yeh-Wiener integrals and a Wiener integral equation

DOI10.1216/JIEA/1181075774zbMath0795.28012OpenAlexW2066893064MaRDI QIDQ1325741

Chull Park, David Skoug

Publication date: 26 May 1994

Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1216/jiea/1181075774

zbMATH Keywords

series solutionconditional Yeh-Wiener integralspath-vaued integralWiener integral equation

Mathematics Subject Classification ID

Brownian motion (60J65) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (1)

Yeh-Fourier-Feynman transforms and convolutions associated with Gaussian processes

Cites Work

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• An evaluation of the conditional Yeh-Wiener integral
• A simple formula for conditional Wiener integrals with applications
• Inversion of conditional Wiener integrals
• On Fredholm transformations in Yeh-Wiener space
• Conditional Yeh-Wiener Integrals with Vector-Valued Conditioning Functions
• Sample Path-Valued Conditional Yeh-Wiener Integrals and a Wiener Integral Equation
• An Operator-Valued Yeh-Wiener Integral and a Kac-Feynman Wiener Integral Equation
• Wiener Measure in a Space of Functions of Two Variables

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