Measurable functions similar to the itô integral and the Paley-Wiener-Zygmund integral over continuous paths

DOI10.2298/FIL1818441CMaRDI QIDQ5086853

Dong Hyun Cho

Publication date: 7 July 2022

Published in: Filomat (Search for Journal in Brave)

zbMATH Keywords

Itô integralWiener measureWiener spacePaley-Wiener-Zygmund integralanalogue of Wiener space

Mathematics Subject Classification ID

Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (6)

Unnamed Item ⋮ An evaluation formula for Radon-Nikodym derivatives similar to conditional expectations over paths ⋮ A generalized simple formula for evaluating Radon-Nikodym derivatives over paths ⋮ A Banach algebra with its applications over paths of bounded variation ⋮ AN EVALUATION FORMULA FOR A GENERALIZED CONDITIONAL EXPECTATION WITH TRANSLATION THEOREMS OVER PATHS ⋮ A Banach algebra of series of functions over paths

Cites Work

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• Mathematical theory of Feynman path integrals
• A change of scale formula for a function space integral on $C_{a,b}[0,T$]
• THE GENERALIZED ANALOGUE OF WIENER MEASURE SPACE AND ITS PROPERTIES
• A simple formula for an analogue of conditional Wiener integrals and its applications
• A Note on Paley-Wiener-Zygmund Stochastic Integrals
• The equivalence of two approaches to the Feynman integral
• AN ANALOGUE OF WIENER MEASURE AND ITS APPLICATIONS

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