Evaluation formulas for generalized conditional Wiener integrals with drift on a function space
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Publication:2443719
DOI10.1155/2013/469840zbMath1295.60069WikidataQ59014229 ScholiaQ59014229MaRDI QIDQ2443719
Publication date: 8 April 2014
Published in: Journal of Function Spaces and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/469840
60H05: Stochastic integrals
Related Items
Analogues of conditional Wiener integrals with drift and initial distribution on a function space, Generalized Fourier-Feynman transforms and generalized convolution products on Wiener space
Cites Work
- A simple formula for conditional Wiener integrals with applications
- A Kac-Feynman integral equation for conditional Wiener integrals
- Inversion of conditional expectations
- Conditional function space integrals with applications
- Transformations of Wiener integrals under translations
- A simple formula for an analogue of conditional wiener integrals and its applications II
- A simple formula for an analogue of conditional Wiener integrals and its applications
- AN ANALOGUE OF WIENER MEASURE AND ITS APPLICATIONS
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