A simple formula for a generalized conditional Wiener integral and its applications

DOI10.12988/ijma.2013.3363zbMath1285.28018OpenAlexW2512020075MaRDI QIDQ5401810

Dong Hyun Cho

Publication date: 12 March 2014

Published in: International Journal of Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/1d521d7a874a5fc1b61793e2ee5cb6b176a8adfd

zbMATH Keywords

Wiener measureconditional Wiener integralsimple formula for conditional Wiener integral

Mathematics Subject Classification ID

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

Related Items (1)

Analogues of conditional Wiener integrals with drift and initial distribution on a function space

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