The behavior of conditional Wiener integrals on product Wiener space

DOI10.1002/mana.201200221zbMath1280.28017OpenAlexW1939195611MaRDI QIDQ2852448

David Skoug, Jae Gil Choi, Seung Jun Chang

Publication date: 8 October 2013

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.201200221

zbMATH Keywords

first variationconditional Wiener integral\(n\)-dimensional Wiener directional derivativemultiple conditional analytic convolution productmultiple conditional analytic Feynman integralmultiple conditional analytic Fourier-Feynman transform

Mathematics Subject Classification ID

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

Related Items (3)

Unnamed Item ⋮ Some relationships for the double modified generalized analytic function space Fourier-Feynman transform and its applications ⋮ Rotation of Gaussian paths on Wiener space with applications

Cites Work

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• A simple formula for conditional Wiener integrals with applications
• Inversion of conditional Wiener integrals
• Scale-invariant measurability in Wiener space
• Parts formulas involving conditional Feynman integrals
• Conditional Analytic Feynman Integrals and a Related Schrödinger Integral Equation
• The First Variation of an Indefinite Wiener Integral
• Rotations in the Product of Two Wiener Spaces
• Translation theorems for Fourier-Feynman transforms and conditional Fourier-Feynman transforms.

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