Transformations of Wiener integrals under translations

DOI10.2307/1969276zbMath0063.00696OpenAlexW2317977625WikidataQ94791629 ScholiaQ94791629MaRDI QIDQ2653129

Publication date: 1944

Published in: Annals of Mathematics. Second Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1969276

Related Items

Rotations in the Product of Two Wiener Spaces, HIDA DISTRIBUTIONS ON COMPACT LIE GROUPS, Feynman-Kac theory of time-integrated functionals: Itô versus functional calculus, Random Data Wave Equations, Nonparametric Bayesian Aggregation for Massive Data, Density estimation by orthogonal series in an infinite dimensional space: Application to processes of diffusion type I, An optimal regularity result on the quasi-invariant Gaussian measures for the cubic fourth order nonlinear Schrödinger equation, Some Asymptotic Formulas for Wiener Integrals, A Translation Theorem for Analytic Feynman Integrals, The inner product of path space measures corresponding to random processes with independent increments, Average preserving variation processes in view of optimization, Bayesian inversion techniques for stochastic partial differential equations, Transport of Gaussian measures with exponential cut-off for Hamiltonian PDEs, Stochastic Processes in the Decades after 1950, Unnamed Item, The \textit{a posteriori} finite element method (APFEM), a framework for efficient parametric study and Bayesian inferences, Malliavin calculus and densities for singular stochastic partial differential equations, The average values of a kind of functionals in LP and concentration without measure, Quasi-invariance of Gaussian measures for the periodic Benjamin-Ono-BBM equation, Hasimoto frames and the Gibbs measure of the periodic nonlinear Schrödinger equation, Stein's method, smoothing and functional approximation, Global dynamics for the stochastic KdV equation with white noise as initial data, New expressions of the modified generalized integral transform via the translation theorem with applications, The Girsanov Theorem Without (So Much) Stochastic Analysis, On Martingale Chaoses, Compositions of states and observables in Fock spaces, Stochastic Filtering Methods in Electronic Trading, Convergence of Gaussian Process Regression with Estimated Hyper-Parameters and Applications in Bayesian Inverse Problems, Integration Theory on Infinite-Dimensional Manifolds, Unnamed Item, Numerical Estimation of the Partition Function in Quantum Statistics, Integrals devised for special purposes, Translation theorems for Fourier-Feynman transforms and conditional Fourier-Feynman transforms., Relationship between fourier-feynman transforms and wiener integrals on abstract wiener spaces^*, Quasi-invariant measures and their characterization by conditional probabilities, Asymptotic expansions for ornstein-uhlenbeck semigroups perturbed by potentials over banach spaces, Unnamed Item, Unnamed Item, Cameron-Martin Translation Theorems in the Wiener Space of Functions of Two Variables, The solution of linear integral equations by means of Wiener integrals, Notes on Wiener integrals, AN EVALUATION FORMULA FOR A GENERALIZED CONDITIONAL EXPECTATION WITH TRANSLATION THEOREMS OVER PATHS, A new aspect of the analytic Fourier-Feynman transform and its applications, Evaluation of various Wiener integrals by use of certain Sturm-Liouville differential equations, Algebraic integration theory, Large Deviations in a Gaussian Setting: The Role of the Cameron-Martin Space, Transport of Gaussian measures under the flow of one-dimensional fractional nonlinear Schrödinger equations, The Transformation of Wiener Integrals by Nonlinear Transformations, An Integral on a Space of Continuous Functions, Gel’fand–Yaglom type equations for calculating fluctuations around instantons in stochastic systems, Additive Functionals on a Space of Continuous Functions. I, Wiener Integrals of Multiple Variations, The Regularity of the Linear Drift in Negatively Curved Spaces, The First Variation of an Indefinite Wiener Integral, A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model, Rainbow trend options: valuation and applications, Stability analysis of a SIR epidemic model with random parametric perturbations, Quasi-invariance of the Wiener measure on the path space over a complete Riemannian manifold, Brownian bridges for late time asymptotics of KPZ fluctuations in finite volume, The Cameron-Martin theorem for (\(p\)-)Slepian processes, Transitions in a Duffing oscillator excited by random noise, Rotations and quasi-invariance on the path space, On a Cameron–Martin Type Quasi-Invariance Theorem and Applications to Subordinate Brownian Motion, A class of vector fields on path spaces, Expected convex hulls, order statistics, and Banach space probabilities, Behavior of the First Variation of Fourier Transform of a Measure on the Fourier Feynman Transform and Convolution, QUASIINVARIANT GAUSSIAN MEASURES FOR ONE-DIMENSIONAL HAMILTONIAN PARTIAL DIFFERENTIAL EQUATIONS, A modular nonlinear stochastic finite element formulation for uncertainty estimation, Harmonic analysis and Wiener integrals, Constrained quantization and \(\theta \)-angles, A Cameron-Storvick theorem for the analytic Feynman integral associated with Gaussian paths on a Wiener space and applications, Relationships for modified generalized integral transforms, modified convolution products and first variations on function space, Closure method and asymptotic expansions for linear stochastic systems, Path reparametrization in a path integral on a finite-dimensional manifold, Conditional function space integrals with applications, Uncertainty quantification in control problems for flocking models, Transformations of Feynman integrals under nonlinear transformations of the phase space, Gaussian measures on linear spaces, A Lie algebroid on the Wiener space, Mutual information, metric entropy and cumulative relative entropy risk, Quasi-invariant Gaussian measures for the two-dimensional defocusing cubic nonlinear wave equation, Quasi-invariant Gaussian measures for the cubic fourth order nonlinear Schrödinger equation, Beyond Haar and Cameron-Martin: the Steinhaus support, Quasi-invariant Gaussian measures for the cubic nonlinear Schrödinger equation with third-order dispersion, Nonparametric detection for univariate and functional data, A proof of Girsanov's theorem: the Henstock-Kurzweil approach, A simple formula for an analogue of conditional Wiener integrals and its applications, The Wiener measure on the Heisenberg group and parabolic equations, Dynamic programming in digital communications: Viterbi decoding to turbo multiuser detection, Stochastic multiresonance in oscillators induced by bounded noise, Differential structure and flow equations on rough path space, Functional Integrals and Statistical Physics, Evaluation formulas for generalized conditional Wiener integrals with drift on a function space, Behaviour of the first variation under a Fourier-Feynman transform for cylinder functions on abstract Wiener spaces, Analytic Feynman integral and a change of scale formula for Wiener integrals of an unbounded cylinder function, Precise logarithmic asymptotics for the right tails of some limit random variables for random trees, Stability regions for Mathieu equation with imperfect periodicity, Decision with multiple alternatives: geometric models in higher dimensions -- the disk model, Integration on loop groups. II: Heat equation for the Wiener measure, Quasi-invariant Gaussian measures for the cubic fourth order nonlinear Schrödinger equation in negative Sobolev spaces, Quasi-invariance of low regularity Gaussian measures under the gauge map of the periodic derivative NLS, Coupling of Brownian motions in Banach spaces, A remark on a theorem of Berkes, On the transport of Gaussian measures under the flow of Hamiltonian PDEs, Evaluation formulas for conditional abstract wiener integrals, The full replica symmetry breaking in the Ising spin glass on random regular graph, Translation theorems for the Fourier-Feynman transform on the product function space \(C_{a,b}^2[0,T\)], A Cameron-Martin Type Quasi-Invariance Theorem for Pinned Brownian Motion on a Compact Riemannian Manifold, A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold, Stochastic stability of coupled oscillators, Anticipative Markovian transformations on the Poisson space., Cameron-Martin formula for the \(\sigma \)-finite measure unifying Brownian penalisations, The Laplace method for Gaussian measures and integrals in Banach spaces, A general Bayes rule and its application to nonlinear estimation, On an asymptotic of the solution of the first boundary-value problem of the heat-conduction equation with a nonstationary boundary, Optimal sampling of independent increment processes, A TRANSLATION THEOREM FOR THE GENERALISED ANALYTIC FEYNMAN INTEGRAL ASSOCIATED WITH GAUSSIAN PATHS, Hill’s surfaces and their theta functions, Equations différentielles sur l'espace de Wiener et formules de Cameron- Martin non-linéaires, Linear Transformations of Wiener Integrals, Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion, A simple formula for an analogue of conditional wiener integrals and its applications II, A relation between Chung's and Strassen's laws of the iterated logarithm, On the Cameron–Martin theorem and almost-sure global existence, Transportation inequalities for Markov kernels and their applications, The exterior algebra for Wiemann manifolds, Transformation of conditional Wiener integrals under translation and the Cameron-Martin translation theorem, Gaussian fields, equilibrium potentials and multiplicative chaos for Dirichlet forms, Convergence rates for kernel regression in infinite-dimensional spaces, Integration on loop groups. I: Quasi invariant measures, Classical Dirichlet forms on topological vector spaces --- closability and a Cameron-Martin formula, Transformation of repeated Wiener integrals in a space of continuous functions of several variables under a nonlinear change of variables, Gaussian measures on a Banach space, A GPU domain decomposition solution for spectral stochastic finite element method, Transformations in Wiener space and squares of quantum fields, Randomness and nonlinear evolution equations, On the uniform integrability of the Radon-Nikodym densities for Wiener measure, Nonlinear Volterra functional equations and linear parabolic differential systems, Constrained quantisation and \(\theta\)-angles. II., Differentiable measures and the Malliavin calculus, Fundamental formulas for modified generalized integral transforms, Girsanov's theorem in vector lattices, Translation theorem for function space integral associated with Gaussian paths and applications, Small ball probabilities for a centered Poisson process of high intensity, Transformations of the Brownian motion on a Riemannian symmetric space, On the transport of Gaussian measures under the one-dimensional fractional nonlinear Schrödinger equations, Distributions in Hilbert Space and Canonical Systems of Operators, Differential Harnack inequalities on path space, The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck, On the two-dimensional singular stochastic viscous nonlinear wave equations, Density estimation in an infinite dimensional space: Application to diffusion processes, Shifts of Feynman measure along vector fields, Effective classical potential, The equivalence of two approaches to the Feynman integral