Evaluation formulas for generalized conditional Wiener integrals with drift on a function space

DOI10.1155/2013/469840zbMath1295.60069OpenAlexW2039931854WikidataQ59014229 ScholiaQ59014229MaRDI QIDQ2443719

Dong Hyun Cho

Publication date: 8 April 2014

Published in: Journal of Function Spaces and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/469840

zbMATH Keywords

stochastic processgeneralized conditional Wiener integrals

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (2)

Generalized Fourier-Feynman transforms and generalized convolution products on Wiener space ⋮ Analogues of conditional Wiener integrals with drift and initial distribution on a function space

Cites Work

• Unnamed Item
• Unnamed Item
• A simple formula for conditional Wiener integrals with applications
• A Kac-Feynman integral equation for conditional Wiener integrals
• Inversion of conditional expectations
• Conditional function space integrals with applications
• Transformations of Wiener integrals under translations
• A simple formula for an analogue of conditional wiener integrals and its applications II
• A simple formula for an analogue of conditional Wiener integrals and its applications
• AN ANALOGUE OF WIENER MEASURE AND ITS APPLICATIONS

This page was built for publication: Evaluation formulas for generalized conditional Wiener integrals with drift on a function space