Generalized conditional Yeh-Wiener integral

DOI10.1216/rmjm/1181069677zbMath1088.28010OpenAlexW2044360934MaRDI QIDQ812488

Joong Hyun Ahn, Joo Sup Chang

Publication date: 24 January 2006

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1216/rmjm/1181069677

zbMATH Keywords

quasi-polyhedric functionYeh-Wiener integral

Mathematics Subject Classification ID

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

Related Items (2)

GENERALIZED CONDITIONAL YEH-WIENER INTEGRALS FOR THE SAMPLE PATH-VALUED CONDITIONING FUNCTION ⋮ MEASURE INDUCED BY THE PARTITION OF THE GENERAL REGION

Cites Work

• An evaluation of the conditional Yeh-Wiener integral
• Inversion of conditional expectations
• Inversion of conditional Wiener integrals
• Conditional Yeh-Wiener Integrals with Vector-Valued Conditioning Functions
• Wiener Measure in a Space of Functions of Two Variables
• *-NOETHERIAN DOMAINS AND THE RING D[X_N*, II]
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