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

DOI10.2748/tmj/1178241481zbMath0244.28004OpenAlexW2034704781MaRDI QIDQ2554804

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

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

Related Items (1)

Linear Transformations of Wiener Integrals

Cites Work

• Volterra transformations of the Wiener measure on the space of continuous functions of two variables
• Transformations of Wiener Integrals Under a General Class of Linear Transformations
• Evaluation of various Wiener integrals by use of certain Sturm-Liouville differential equations
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