Evaluation formulas for conditional abstract wiener integrals

DOI10.1080/07362998908809173MaRDI QIDQ3827298zbMATH OpenOpenAlexFDO

Authors Dong Myung Chung, Soon Ja Kang

Publication date 1989

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362998908809173

zbMATH Keywords

abstract Wiener spaceconditional Wiener integralsintegralsYeh-Wiener

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11) Stochastic integrals (60H05)

Recommendations

• Publication:5751649
• Publication:3034007
• scientific article; zbMATH DE number 3920864
• scientific article; zbMATH DE number 1383485
• Conditional Wiener integrals. II

Cites work

• A fundamental solution of the parabolic equation on Hilbert space
• Frechet-Volterra variational equations, boundary value problems, and function space integrals
• scientific article; zbMATH DE number 3436379 (Why is no real title available?)
• Inversion of conditional Wiener integrals
• Orthogonal developments of functionals and related theorems in the Wiener space of functions of two variables
• Transformations of Wiener integrals under translations

Cited in

(16)

• Conditional function space integrals with applications
• An extension of the Cameron-Martin translation theorem via Fourier-Hermite functionals
• scientific article; zbMATH DE number 4132495 (Why is no real title available?)
• Conditional Analytic Feynman Integrals on Abstract Wiener Spaces
• THE SIMPLE FORMULA OF CONDITIONAL EXPECTATION ON ANALOGUE OF WIENER MEASURE
• Evaluation Formulas for Conditional Function Space Integrals I
• A Formula for E W exp( - 2 -1 a 2 || x + y || 2 2 )
• scientific article; zbMATH DE number 4069244 (Why is no real title available?)
• Cylinder Functions in the Fresnel Class of Functions on Abstract Wiener Spaces
• scientific article; zbMATH DE number 96984 (Why is no real title available?)
• scientific article; zbMATH DE number 590963 (Why is no real title available?)
• scientific article; zbMATH DE number 1383485 (Why is no real title available?)
• scientific article; zbMATH DE number 4186723 (Why is no real title available?)
• Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations
• Translation theorem for the analytic Feynman integral associated with bounded linear operators on abstract Wiener spaces and an application
• The expected value of the line integral of one-forms

This page was built for publication: Evaluation formulas for conditional abstract wiener integrals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3827298)