Grid-valued conditional Yeh-Wiener integrals and a Kac-Feynman Wiener integral equation
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Publication:2564891
DOI10.1216/jiea/1181075936zbMath0863.28007MaRDI QIDQ2564891
Publication date: 11 February 1997
Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1216/jiea/1181075936
Gaussian process; Cameron-Martin translation theorem; grid-valued conditional Yeh-Wiener integrals; Kac-Feynman type Wiener integral equation
60J65: Brownian motion
28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
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Cites Work
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