CHANGE OF SCALE FORMULAS FOR CONDITIONAL WIENER INTEGRALS AS INTEGRAL TRANSFORMS OVER WIENER PATHS IN ABSTRACT WIENER SPACE

DOI10.4134/CKMS.2007.22.1.091zbMath1168.28311OpenAlexW2000498750MaRDI QIDQ3394387

Dong Hyun Cho

Publication date: 30 August 2009

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

Full work available at URL: https://doi.org/10.4134/ckms.2007.22.1.091

zbMATH Keywords

change of scale formulaconditional Wiener integralconditional analytic Feynman integralconditional analytic Wiener integralconditional analytic Fourier-Feynman transform

Mathematics Subject Classification ID

Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11) Measures (Gaussian, cylindrical, etc.) on manifolds of maps (58D20)

Related Items (1)

Integral transforms on a function space with change of scales using multivariate normal distributions

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