Conditional Yeh-Wiener Integrals with Vector-Valued Conditioning Functions

DOI10.2307/2046964zbMath0665.60079OpenAlexW4247607639MaRDI QIDQ3816801

Chull Park, David Skoug

Publication date: 1989

Full work available at URL: https://doi.org/10.2307/2046964

zbMATH Keywords

two-parameter Wiener processconditional Yeh-Wiener integralCameron- Martin type translation

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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Cites Work

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