Grid-valued conditional Yeh-Wiener integrals and a Kac-Feynman Wiener integral equation

DOI10.1216/jiea/1181075936zbMath0863.28007OpenAlexW2032548207MaRDI QIDQ2564891

Chull Park, David Skoug

Publication date: 11 February 1997

Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1216/jiea/1181075936

zbMATH Keywords

Gaussian processCameron-Martin translation theoremgrid-valued conditional Yeh-Wiener integralsKac-Feynman type Wiener integral equation

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)

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Cites Work

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• An evaluation of the conditional Yeh-Wiener integral
• Inversion of conditional Wiener integrals
• On Fredholm transformations in Yeh-Wiener space
• Conditional Yeh-Wiener Integrals with Vector-Valued Conditioning Functions
• Sample Path-Valued Conditional Yeh-Wiener Integrals and a Wiener Integral Equation
• An Operator-Valued Yeh-Wiener Integral and a Kac-Feynman Wiener Integral Equation
• Analytic Fourier-Feynman Transforms and Convolution
• Wiener Measure in a Space of Functions of Two Variables
• Cameron-Martin Translation Theorems in the Wiener Space of Functions of Two Variables

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