Multiple path-valued conditional Yeh-Wiener integrals

DOI10.1090/S0002-9939-96-03458-2zbMath0863.28006OpenAlexW1903455999MaRDI QIDQ4890271

David Skoug, Chull Park

Publication date: 27 May 1997

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-96-03458-2

zbMATH Keywords

multiple Wiener integralconditional Wiener integralWiener integral equation

Mathematics Subject Classification ID

Brownian motion (60J65) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11)

Related Items (1)

GENERALIZED CONDITIONAL YEH-WIENER INTEGRALS FOR THE SAMPLE PATH-VALUED CONDITIONING FUNCTION

Cites Work

• An evaluation of the conditional Yeh-Wiener integral
• Two related integrals over spaces of continuous functions
• Inversion of conditional Wiener integrals
• On Fredholm transformations in Yeh-Wiener space
• Conditional Yeh-Wiener Integrals with Vector-Valued Conditioning Functions
• Sample Path-Valued Conditional Yeh-Wiener Integrals and a Wiener Integral Equation
• An Operator-Valued Yeh-Wiener Integral and a Kac-Feynman Wiener Integral Equation
• Analytic Fourier-Feynman Transforms and Convolution
• Wiener Measure in a Space of Functions of Two Variables
• Cameron-Martin Translation Theorems in the Wiener Space of Functions of Two Variables
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