Integral transforms of functionals in \(L_2(C_0[0,T])\)

DOI10.1216/rmjm/1181075469zbMath1062.28017MaRDI QIDQ1880846

Byoung Soo Kim, David Skoug

Publication date: 1 October 2004

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

Full work available at URL: https://doi.org/10.1216/rmjm/1181075469

zbMATH Keywords

integral transform; Wiener integral; Fourier-Wiener transform; Fourier-Hermite functionals

Mathematics Subject Classification ID

60J65: Brownian motion

44A15: Special integral transforms (Legendre, Hilbert, etc.)

42A38: Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type

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

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