Transformation of the generalized Wiener measure under a class of linear transformations

DOI10.2748/TMJ/1178241481MaRDI QIDQ2554804zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 1972

Published in Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2748/tmj/1178241481

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Brownian motion (60J65)

Cites work

• Evaluation of various Wiener integrals by use of certain Sturm-Liouville differential equations
• scientific article; zbMATH DE number 3147035 (Why is no real title available?)
• scientific article; zbMATH DE number 3052578 (Why is no real title available?)
• Transformations of Wiener Integrals Under a General Class of Linear Transformations
• Volterra transformations of the Wiener measure on the space of continuous functions of two variables

Cited in

(1)

• Linear Transformations of Wiener Integrals

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