Translation theorem of conditional Yeh-Wiener integrals

DOI10.1080/09720529.2000.10697909zbMath1032.28008OpenAlexW2029532511MaRDI QIDQ4549942

Kun Soo Chang, Sunkyung Kim, Il Yoo

Publication date: 15 March 2004

Published in: Journal of Discrete Mathematical Sciences and Cryptography (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720529.2000.10697909

zbMATH Keywords

translation theoremconditional Yeh-Wiener integralsvector-valued conditioning functions

Mathematics Subject Classification ID

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

Cites Work

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• A simple formula for conditional Wiener integrals with applications
• Inversion of conditional expectations
• Inversion of conditional Wiener integrals
• Transformation of conditional Wiener integrals under translation and the Cameron-Martin translation theorem
• Conditional Wiener integrals. II