Note on generalized Wiener integrals (Q2636908)
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| English | Note on generalized Wiener integrals |
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Note on generalized Wiener integrals (English)
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18 February 2014
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The authors summarize the contents of this paper in the introduction of the paper as follows: We establish a change of path formula for generalized \(\mathcal Z_h\)-Wiener integrals. This formula can be used to explain the relationship between the ordinary Wiener integral and the generalized \(\mathcal Z_h\)-Wiener integral. We also develop a rotation theorem for Wiener measure with respect to Gaussian paths.
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Gaussian process
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generalized \(\mathcal Z_h\)-Wiener integral
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change of path formula
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rotation of Wiener measure
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