An extension of the Cameron-Martin translation theorem via Fourier-Hermite functionals

DOI10.1007/s00013-020-01524-6zbMath1468.46050OpenAlexW3087243765MaRDI QIDQ2216790

Jae Gil Choi, Un Gi Lee

Publication date: 17 December 2020

Published in: Archiv der Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00013-020-01524-6

zbMATH Keywords

abstract Wiener spacetranslation theoremFourier-Hermite functional

Mathematics Subject Classification ID

Gaussian processes (60G15) Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (2)

Bilateral Laplace–Feynman transforms on abstract Wiener spaces ⋮ Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Analytic and sequential Feynman integrals on abstract Wiener and Hilbert spaces, and a Cameron-Martin formula
• Scale-invariant measurability in abstract Wiener spaces
• Gaussian measures in Banach spaces
• Introduction to stochastic integration.
• Potential theory on Hilbert space
• Abstract Wiener spaces and applications to analysis
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• Tensor Algebras Over Hilbert Spaces. I
• Evaluation formulas for conditional abstract wiener integrals

This page was built for publication: An extension of the Cameron-Martin translation theorem via Fourier-Hermite functionals