Generalized conditional transform with respect to the Gaussian process on function space

DOI10.1080/10652469.2015.1070149zbMath1329.60164OpenAlexW1699739807MaRDI QIDQ3448970

Hyun Soo Chung, Seung Jun Chang, Il Young Lee

Publication date: 3 November 2015

Published in: Integral Transforms and Special Functions (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10652469.2015.1070149

zbMATH Keywords

Gaussian processfirst variationCameron-Storvick theoremgeneralized Brownian motiongeneralized conditional \(\diamond\)-productgeneralized conditional transform

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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Cites Work

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