CHANGE OF SCALE FORMULAS FOR A GENERALIZED CONDITIONAL WIENER INTEGRAL

DOI10.4134/BKMS.B150795zbMath1350.28015MaRDI QIDQ2828688

Dong Hyun Cho, Il Yoo

Publication date: 26 October 2016

Published in: Bulletin of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: http://www.mathnet.or.kr/mathnet/kms_content.php?no=468041

zbMATH Keywords

Wiener measurechange of scale formulaconditional Wiener integralsimple formula for conditional Wiener integralanalogue of Wiener space

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Foundations of stochastic processes (60G05)

Related Items (1)

A conditional Fourier-Feynman transform and conditional convolution product with change of scales on a function space. II

This page was built for publication: CHANGE OF SCALE FORMULAS FOR A GENERALIZED CONDITIONAL WIENER INTEGRAL