A simple formula for conditional Wiener integrals with applications (Q1109162)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A simple formula for conditional Wiener integrals with applications
scientific article

    Statements

    A simple formula for conditional Wiener integrals with applications (English)
    0 references
    0 references
    0 references
    1988
    0 references
    Carathéodory extension
    0 references
    Yeh's inversion formula for conditional Wiener integrals
    0 references
    Kac-Feynman formula
    0 references
    Cameron-Martin type translation theorem
    0 references

    Identifiers