A generalized simple formula for evaluating Radon-Nikodym derivatives over paths

DOI10.4134/JKMS.j200180zbMath1469.28011OpenAlexW3157205372MaRDI QIDQ5001915

Dong Hyun Cho

Publication date: 23 July 2021

Full work available at URL: http://koreascience.or.kr:80/article/JAKO202116057082109.pdf

zbMATH Keywords

Banach algebraWiener integralWiener spaceconditional Wiener integralFeynman integralanalogue of Wiener measurecylinder function

Mathematics Subject Classification ID

Gaussian processes (60G15) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Foundations of stochastic processes (60G05)

Related Items (1)

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Cites Work

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• A simple formula for conditional Wiener integrals with applications
• Inversion of conditional expectations
• Conditional Wiener integrals. II
• An evaluation formula for Radon-Nikodym derivatives similar to conditional expectations over paths
• THE GENERALIZED ANALOGUE OF WIENER MEASURE SPACE AND ITS PROPERTIES
• Measurable functions similar to the itô integral and the Paley-Wiener-Zygmund integral over continuous paths
• AN EVALUATION FORMULA FOR A GENERALIZED CONDITIONAL EXPECTATION WITH TRANSLATION THEOREMS OVER PATHS

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