EVALUATION E(exp(∫0th(s)dx(s)) ON ANALOGUE OF WIENER MEASURE SPACE

DOI10.5831/HMJ.2010.32.3.441zbMath1218.28008OpenAlexW2011858611MaRDI QIDQ3004118

Yeon-Hee Park

Publication date: 31 May 2011

Published in: Honam Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5831/hmj.2010.32.3.441

zbMATH Keywords

Wiener measure

Mathematics Subject Classification ID

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

Related Items (1)

Analogues of conditional Wiener integrals with drift and initial distribution on a function space

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