Sample Path-Valued Conditional Yeh-Wiener Integrals and a Wiener Integral Equation

DOI10.2307/2159271zbMath0756.60051OpenAlexW3022710040MaRDI QIDQ3993785

Chull Park, David Skoug

Publication date: 13 August 1992

Full work available at URL: https://doi.org/10.2307/2159271

zbMATH Keywords

quantum mechanicsconditional Yeh-Wiener integralWiener integral equation

Mathematics Subject Classification ID

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

Related Items

Generalized conditional Yeh-Wiener integrals and a Wiener integral equation ⋮ Multiple path-valued conditional Yeh-Wiener integrals ⋮ GENERALIZED CONDITIONAL YEH-WIENER INTEGRALS FOR THE SAMPLE PATH-VALUED CONDITIONING FUNCTION ⋮ Grid-valued conditional Yeh-Wiener integrals and a Kac-Feynman Wiener integral equation

Cites Work

• An evaluation of the conditional Yeh-Wiener integral
• A simple formula for conditional Wiener integrals with applications
• Inversion of conditional Wiener integrals
• On Fredholm transformations in Yeh-Wiener space
• Conditional Yeh-Wiener Integrals with Vector-Valued Conditioning Functions
• Wiener Measure in a Space of Functions of Two Variables
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