Volterra transformations of the Wiener measure on the space of continuous functions of two variables

DOI10.2140/PJM.1971.36.335zbMath0211.41803OpenAlexW2003900000MaRDI QIDQ2544270

William N. Hudson

Publication date: 1971

Published in: Pacific Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2140/pjm.1971.36.335

Mathematics Subject Classification ID

Special integral transforms (Legendre, Hilbert, etc.) (44A15) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem ⋮ Transformation of the generalized Wiener measure under a class of linear transformations

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