scientific article; zbMATH DE number 3436379
From MaRDI portal
Publication:4403502
zbMath0277.60018MaRDI QIDQ4403502
No author found.
Publication date: 1973
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gaussian processes (60G15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Markov processes (60J99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Foundations of stochastic processes (60G05)
Related Items (87)
Unnamed Item ⋮ Conditional integral transforms and conditional convolution products on a function space ⋮ Effect of drift of the generalized Brownian motion process: an example for the analytic Feynman integral ⋮ Spectral representation of semistable processes, and semistable laws on Banach spaces ⋮ Transitions in a Duffing oscillator excited by random noise ⋮ On a measure in Wiener space and applications ⋮ Integration by parts formulas involving generalized Fourier-Feynman transforms on function space ⋮ Generalized Feynman integrals: The \({\mathcal L} (L_ 2,L_ 2)\) theory ⋮ Translation theorem of conditional Yeh-Wiener integrals ⋮ The general theory for response analysis of fuzzy stochastic dynamical systems ⋮ A Cameron-Storvick type theorem on $C_{a,b}^2[0,T$ with applications] ⋮ A Cameron-Storvick theorem for the analytic Feynman integral associated with Gaussian paths on a Wiener space and applications ⋮ Noncommutative operations on Wiener functionals and Feynman's operational calculus ⋮ Closure method and asymptotic expansions for linear stochastic systems ⋮ Generalized integral transforms with the translation operator on function space ⋮ Conditional function space integrals with applications ⋮ Measurable functions similar to the itô integral and the Paley-Wiener-Zygmund integral over continuous paths ⋮ Gaussian measures on linear spaces ⋮ Parts formulas involving the Fourier-Feynman transform associated with Gaussian paths on Wiener space ⋮ Statistical tests of stochastic process models used in the financial theory of insurance companies ⋮ A new approach method to obtain theL1generalized analytic Fourier–Feynman transform ⋮ Cameron–Storvick theorem associated with Gaussian paths on function space ⋮ Algebraic structure of the \(L_2\) analytic Fourier-Feynman transform associated with Gaussian paths on Wiener space ⋮ \(L_2\)-sequential transforms on function space ⋮ Some fundamental formulas for an integration on infinite dimensional Hilbert spaces ⋮ A modified analytic function space Feynman integral and its applications ⋮ An analytic operator-valued generalized Feynman integral on function space ⋮ Unnamed Item ⋮ Some basic relationships among transforms, convolution products, first variations and inverse transforms ⋮ A simple formula for an analogue of conditional Wiener integrals and its applications ⋮ The Feynman-Kac formula for a system of parabolic equations ⋮ Infinite dimensional oscillatory integrals as projective systems of functionals ⋮ Quadratic Integration of Gaussian Processes ⋮ The Feynman-Kac formula with a Lebesgue-Stieltjes measure: An integral equation in the general case ⋮ New expressions of the modified generalized integral transform via the translation theorem with applications ⋮ Unnamed Item ⋮ Some relationships for the double modified generalized analytic function space Fourier-Feynman transform and its applications ⋮ Generalized analytic Fourier-Feynman transform of functionals in a Banach algebra \(\mathcal F^{a,b}_{A_{1},A_{2}}\) ⋮ A class of stochastic processes with a law generalizing a nondecomposable law on the real line ⋮ Change of path formula on the function space with applications ⋮ An operational construction of the sum of two non-commuting observables in quantum theory and related constructions ⋮ Unnamed Item ⋮ Integrability on the abstract Wiener space of double sequences and Fernique theorem ⋮ Evaluation formulas for conditional abstract wiener integrals ⋮ Change of scale formulas for Wiener integrals related to Fourier-Feynman transform and convolution ⋮ Relationships Involving Transforms and Convolutions Via the Translation Theorem ⋮ Translation theorems for the Fourier-Feynman transform on the product function space \(C_{a,b}^2[0,T\)] ⋮ The linear space of generalized Brownian motions with applications ⋮ Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. ⋮ Multi-parameter infinite-dimensional \((r,\delta)\)-OU process ⋮ Sequential generalized transforms on function space ⋮ Continuous time systems identification with unknown noise covariance ⋮ Generalized Fourier-Feynman transforms, convolution products, and first variations on function space ⋮ Schauder-type expansions of continuous functions on the unit interval ⋮ A TRANSLATION THEOREM FOR THE GENERALISED ANALYTIC FEYNMAN INTEGRAL ASSOCIATED WITH GAUSSIAN PATHS ⋮ Probability space of wave functions ⋮ Algebraic models for probability measures associated with solutions of random equations. I ⋮ Rotation of Gaussian paths on Wiener space with applications ⋮ The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process ⋮ Asymptotic expansions for ornstein-uhlenbeck semigroups perturbed by potentials over banach spaces ⋮ A modified analytic function space Feynman integral of functionals on function space ⋮ Unnamed Item ⋮ A simple formula for an analogue of conditional wiener integrals and its applications II ⋮ Relationship between the analytic generalized Fourier-Feynman transform and the function space integral ⋮ Unnamed Item ⋮ A unified approach to infinite-dimensional integration ⋮ Sequential transforms associated with Gaussian processes on function space ⋮ Analytic operator-valued Feynman integrals of certain finite-dimensional functionals on function space ⋮ CHANGE OF SCALE FORMULAS FOR FUNCTION SPACE INTEGRALS RELATED WITH FOURIER-FEYNMAN TRANSFORM AND CONVOLUTION ON Ca,b[0, T] ⋮ On the space of infinite dimensional integrable functions ⋮ The curvature induced by covariance ⋮ Rotation of Gaussian processes on function space ⋮ A change of scale formula for a function space integral on $C_{a,b}[0,T$] ⋮ Integral transforms of functionals in \(L^{2}(C_{a,b}[0,T)\)] ⋮ Fundamental formulas for modified generalized integral transforms ⋮ Grid-valued conditional Yeh-Wiener integrals and a Kac-Feynman Wiener integral equation ⋮ Translation theorem for function space integral associated with Gaussian paths and applications ⋮ Evaluation Formula and Approximation for Wiener Integrals via the Fourier-Type Functional ⋮ Evaluation Formulas for Conditional Function Space Integrals I ⋮ Conditional Yeh-Wiener Integrals with Vector-Valued Conditioning Functions ⋮ Multiple generalized analytic Fourier-Feynman transform via rotation of Gaussian paths on function space ⋮ Stochastic processes on quantum logics ⋮ The theory of fuzzy stochastic processes ⋮ Relationships between the *w-product and the generalized integral transforms ⋮ A REPRESENTATION FOR THE INVERSE GENERALISED FOURIER–FEYNMAN TRANSFORM VIA CONVOLUTION PRODUCT ON FUNCTION SPACE ⋮ Continuity of stochastic processes with values in the dual of a nuclear space ⋮ A measure-valued analogue of Wiener measure and the measure-valued Feynman-Kac formula
This page was built for publication: