CONDITIONAL TRANSFORM WITH RESPECT TO THE GAUSSIAN PROCESS INVOLVING THE CONDITIONAL CONVOLUTION PRODUCT AND THE FIRST VARIATION

DOI10.4134/BKMS.2014.51.6.1561zbMath1311.60039OpenAlexW2005474118MaRDI QIDQ2936199

Hyun Soo Chung, Il Young Lee, Seung Jun Chang

Publication date: 6 January 2015

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=412244

zbMATH Keywords

Brownian motionGaussian processWiener integralconditional transformconditional convolution product

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (4)

Generalized conditional transform with respect to the Gaussian process on function space ⋮ Unnamed Item ⋮ A new expression for the transform with respect to the Gaussian process ⋮ Series expansions of the transform with respect to the Gaussian process

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