Generalized conditional Yeh-Wiener integral

DOI10.1216/RMJM/1181069677MaRDI QIDQ812488zbMATH OpenOpenAlexFDO

Authors Joo Sup Chang, Joong Hyun Ahn

Publication date 24 January 2006

Published in Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1216/rmjm/1181069677

zbMATH Keywords

quasi-polyhedric functionYeh-Wiener integral

Mathematics Subject Classification ID

Brownian motion (60J65) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Recommendations

• scientific article; zbMATH DE number 2237615
• Generalized conditional Yeh-Wiener integrals for the sample path-valued conditioning function
• Modified conditional Yeh-Wiener integral with vector-valued conditioning function
• An evaluation of the conditional Yeh-Wiener integral
• scientific article; zbMATH DE number 3867648

Cites work

• scientific article; zbMATH DE number 3920864 (Why is no real title available?)
• scientific article; zbMATH DE number 22251 (Why is no real title available?)
• scientific article; zbMATH DE number 3070787 (Why is no real title available?)
• An evaluation of the conditional Yeh-Wiener integral
• Conditional Yeh-Wiener Integrals with Vector-Valued Conditioning Functions
• Inversion of conditional Wiener integrals
• Inversion of conditional expectations
• Modified conditional Yeh-Wiener integral with vector-valued conditioning function
• Wiener Measure in a Space of Functions of Two Variables

Cited in

(8)

• scientific article; zbMATH DE number 3867648 (Why is no real title available?)
• scientific article; zbMATH DE number 2237615 (Why is no real title available?)
• scientific article; zbMATH DE number 3849540 (Why is no real title available?)
• Generalized conditional Yeh-Wiener integrals for the sample path-valued conditioning function
• Multiple path-valued conditional Yeh-Wiener integrals
• Modified conditional Yeh-Wiener integral with vector-valued conditioning function
• Conditional Yeh-Wiener Integrals with Vector-Valued Conditioning Functions
• MEASURE INDUCED BY THE PARTITION OF THE GENERAL REGION

This page was built for publication: Generalized conditional Yeh-Wiener integral

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q812488)