On the conditional characteristic functions of second order Wiener functionals
In this paper the conditional characteristic functions of the elements of the second Wiener chaos are calculated by using Ramerś change of variables formula. The method involves the completion of real exponential of the characteristic function to the Radon-Nikodým density of some invertible transformation of the Wiener space, and then the fact is used that its expectation under the Wiener measure is one. Based on the deterministic character of these factors the general expression in the abstract Wiener space is obtained. The general result is used for specific cases. For the entire collection see [Zbl 0880.00043].
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