Change of path formula for generalized Wiener integral with applications

DOI10.1007/s00025-018-0940-4zbMath1408.60028OpenAlexW2907931420WikidataQ128687515 ScholiaQ128687515MaRDI QIDQ1729910

Seung Jun Chang, Jae Gil Choi

Publication date: 28 February 2019

Published in: Results in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00025-018-0940-4

zbMATH Keywords

Gaussian processPaley-Wiener-Zygmund stochastic integralWiener integralgeneralized analytic Feynman integralgeneralized analytic Fourier-Feynman transform

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (1)

Analytic Fourier-Feynman transforms associated with bounded linear operators on abstract Wiener spaces

Cites Work

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