Change of scale formulas for a generalized conditional Wiener integral

DOI10.4134/BKMS.B150795MaRDI QIDQ2828688zbMATH OpenFDO

Authors Dong Hyun Cho, Il Yoo

Publication date 26 October 2016

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

Full work available at URL http://www.mathnet.or.kr/mathnet/kms_content.php?no=468041

zbMATH Keywords

Wiener measureconditional Wiener integralsimple formula for conditional Wiener integralchange of scale formulaanalogue of Wiener space

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Foundations of stochastic processes (60G05)

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(12)

• CHANGE OF SCALE FORMULAS FOR CONDITIONAL WIENER INTEGRALS AS INTEGRAL TRANSFORMS OVER WIENER PATHS IN ABSTRACT WIENER SPACE
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• Scale transformations for present position-independent conditional expectations
• Evaluation formulas for generalized conditional Wiener integrals with drift on a function space
• Relationships between generalized Wiener integrals and conditional analytic Feynman integrals over continuous paths.
• Integral transforms on a function space with change of scales using multivariate normal distributions
• A CHANGE OF SCALE FORMULA FOR CONDITIONAL WIENER INTEGRALS ON CLASSICAL WIENER SPACE
• Analogues of conditional Wiener integrals and their change of scale transformations on a function space
• A conditional Fourier-Feynman transform and conditional convolution product with change of scales on a function space. II
• A change of scale formula for Wiener integrals of unbounded functions
• A simple formula for a generalized conditional Wiener integral and its applications
• Change of scale formulas for Wiener integrals related to Fourier-Feynman transform and convolution

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