Scale transformations for present position-dependent conditional expectations over continuous paths

DOI10.1215/20088752-3544830zbMath1346.46038OpenAlexW2329016118MaRDI QIDQ277449

Dong Hyun Cho

Publication date: 29 April 2016

Published in: Annals of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.afa/1460141561

zbMATH Keywords

Wiener integralWiener spaceanalytic conditional Feynman integralanalytic conditional Wiener integralconditional Wiener integral

Mathematics Subject Classification ID

Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds (46T12)

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