SOME RELATIONSHIPS BETWEEN THE INTEGRAL TRANSFORM AND THE CONVOLUTION PRODUCT ON ABSTRACT WIENER SPACE

DOI10.7858/EAMJ.2015.014zbMath1341.60080OpenAlexW2025573255MaRDI QIDQ2799679

Jeong Eun Lee, Seung Jun Chang

Publication date: 13 April 2016

Published in: East Asian mathematical journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7858/eamj.2015.014

zbMATH Keywords

integral transformconvolution productFubini theoremabstract Wiener space

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Stochastic analysis (60H99)

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