Linear Transformations of Wiener Integrals

DOI10.2307/2159751MaRDI QIDQ4022135zbMATH OpenOpenAlexFDO

Authors Chull Park, David Skoug

Publication date 17 January 1993

Full work available at URL https://doi.org/10.2307/2159751

zbMATH Keywords

conditional Wiener integralGauss measurelinear transformationRadon-Nikodým derivativeWiener measure

Mathematics Subject Classification ID

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

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Cites work

• A Generalized Paley-Wiener-Zygmund Integral and Its Applications
• A Note on Paley-Wiener-Zygmund Stochastic Integrals
• A simple formula for conditional Wiener integrals with applications
• Distributions in Hilbert Space and Canonical Systems of Operators
• Equivalent Gaussian Measures with a Particularly Simple Radon-Nikodym Derivative
• scientific article; zbMATH DE number 3867648 (Why is no real title available?)
• scientific article; zbMATH DE number 46732 (Why is no real title available?)
• scientific article; zbMATH DE number 3799980 (Why is no real title available?)
• Multiple Wiener integral
• On equivalence of Gaussian measures
• On Fredholm transformations in Yeh-Wiener space
• On Gaussian Measures Equivalent to Wiener Measure
• Radon-Nikodym Derivatives of Gaussian Measures
• Transformation of conditional Wiener integrals under translation and the Cameron-Martin translation theorem
• Transformation of the generalized Wiener measure under a class of linear transformations
• Transformations of Wiener Integrals Under a General Class of Linear Transformations
• Transformations of Wiener integrals under translations

Cited in

(1)

• scientific article; zbMATH DE number 6093262 (Why is no real title available?)

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