The inner product of path space measures corresponding to random processes with independent increments

DOI10.1090/S0002-9904-1972-12952-5zbMath0233.60041MaRDI QIDQ5641851

Charles M. Newman

Publication date: 1972

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Mathematics Subject Classification ID

Random measures (60G57) Markov processes (60J99)

Related Items (10)

Unnamed Item ⋮ Probability measures on distribution spaces and quantum field theoretical models ⋮ Optimal sampling of independent increment processes ⋮ The invariant and quasi-invariant transformations of the stable Lévy processes ⋮ Two theorems on Hunt's hypothesis (H) for Markov processes ⋮ Chernoff bounds for discriminating between two markov processes ⋮ Absolute continuity of Wiener processes ⋮ Hellinger integrals of gaussian processes with independent increments ⋮ Unnamed Item ⋮ Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants

Cites Work

• Transformations of Wiener integrals under translations
• The behavior of measure and measurability under change of scale in Wiener space

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