Transformation of repeated Wiener integrals in a space of continuous functions of several variables under a nonlinear change of variables

DOI10.1007/BF01091379zbMath0418.28008MaRDI QIDQ755713

P. P. Kozak

Publication date: 1979

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

space of continuous functionsnonlinear change of variablestransformation of repeated Wiener integrals

Mathematics Subject Classification ID

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

Cites Work

• On a representation of the solution of the characteristic problem for a linear equation in the form of a continual integral
• Notes on random functions
• Orthogonal developments of functionals and related theorems in the Wiener space of functions of two variables
• Transformations of Wiener integrals under translations
• Cameron-Martin Translation Theorems in the Wiener Space of Functions of Two Variables
• The Transformation of Wiener Integrals by Nonlinear Transformations
• Nonlinear Transformations of Volterra Type in Wiener Space
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