Transformations of Wiener integrals under translations

DOI10.2307/1969276zbMATH Open0063.00696OpenAlexW2317977625WikidataQ94791629 ScholiaQ94791629MaRDI QIDQ2653129FDOQ2653129

Authors: R. H. Cameron, W. T. Martin 

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

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• Transport of Gaussian measures with exponential cut-off for Hamiltonian PDEs
• A relation between Chung's and Strassen's laws of the iterated logarithm
• Stochastic stability of coupled oscillators
• A Cameron-Storvick theorem for the analytic Feynman integral associated with Gaussian paths on a Wiener space and applications
• On a Cameron-Martin type quasi-invariance theorem and applications to subordinate Brownian motion
• Integration Theory on Infinite-Dimensional Manifolds
• Transformations of Feynman integrals under nonlinear transformations of the phase space
• Evaluation formulas for conditional abstract wiener integrals
• Transitions in a Duffing oscillator excited by random noise
• Quasi-invariant Gaussian measures for the cubic fourth order nonlinear Schrödinger equation
• Cameron-Martin formula for the \(\sigma \)-finite measure unifying Brownian penalisations
• Algebraic integration theory
• A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
• Expected convex hulls, order statistics, and Banach space probabilities
• Quasi-invariant Gaussian measures for the two-dimensional defocusing cubic nonlinear wave equation
• A modular nonlinear stochastic finite element formulation for uncertainty estimation
• A class of vector fields on path spaces
• A GPU domain decomposition solution for spectral stochastic finite element method
• Equations différentielles sur l'espace de Wiener et formules de Cameron- Martin non-linéaires
• On the Cameron-Martin theorem and almost-sure global existence
• Path reparametrization in a path integral on a finite-dimensional manifold
• Uncertainty quantification in control problems for flocking models
• The inner product of path space measures corresponding to random processes with independent increments
• Gaussian fields, equilibrium potentials and multiplicative chaos for Dirichlet forms
• Functional Integrals and Statistical Physics
• Distributions in Hilbert Space and Canonical Systems of Operators
• Asymptotic expansions for ornstein-uhlenbeck semigroups perturbed by potentials over banach spaces
• The Cameron-Martin theorem for (\(p\)-)Slepian processes
• Constrained quantisation and \(\theta\)-angles. II.
• A simple formula for an analogue of conditional Wiener integrals and its applications. II
• Mutual information, metric entropy and cumulative relative entropy risk
• Wiener Integrals of Multiple Variations
• A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
• Differentiable measures and the Malliavin calculus
• Some Asymptotic Formulas for Wiener Integrals
• A Lie algebroid on the Wiener space
• Transformations of the Brownian motion on a Riemannian symmetric space
• Quasi-invariant measures and their characterization by conditional probabilities
• Integration on loop groups. II: Heat equation for the Wiener measure
• Evaluation of various Wiener integrals by use of certain Sturm-Liouville differential equations
• The Transformation of Wiener Integrals by Nonlinear Transformations
• QUASIINVARIANT GAUSSIAN MEASURES FOR ONE-DIMENSIONAL HAMILTONIAN PARTIAL DIFFERENTIAL EQUATIONS
• Transformation of repeated Wiener integrals in a space of continuous functions of several variables under a nonlinear change of variables
• The Wiener measure on the Heisenberg group and parabolic equations
• A Cameron-Martin Type Quasi-Invariance Theorem for Pinned Brownian Motion on a Compact Riemannian Manifold
• Constrained quantization and \(\theta \)-angles
• The equivalence of two approaches to the Feynman integral
• Nonlinear Volterra functional equations and linear parabolic differential systems
• Rotations and quasi-invariance on the path space
• Conditional function space integrals with applications
• Classical Dirichlet forms on topological vector spaces --- closability and a Cameron-Martin formula
• Gaussian measures on a Banach space
• Small ball probabilities for a centered Poisson process of high intensity
• Stability analysis of a SIR epidemic model with random parametric perturbations
• Fundamental formulas for modified generalized integral transforms
• The solution of linear integral equations by means of Wiener integrals
• Quasi-invariance of the Wiener measure on the path space over a complete Riemannian manifold
• Malliavin calculus and densities for singular stochastic partial differential equations
• Notes on Wiener integrals
• Differential structure and flow equations on rough path space
• The exterior algebra for Wiemann manifolds
• A simple formula for an analogue of conditional Wiener integrals and its applications
• Transformations in Wiener space and squares of quantum fields
• Stochastic multiresonance in oscillators induced by bounded noise
• Cameron-Martin Translation Theorems in the Wiener Space of Functions of Two Variables
• Closure method and asymptotic expansions for linear stochastic systems
• The First Variation of an Indefinite Wiener Integral
• Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion
• Integration on loop groups. I: Quasi invariant measures
• A translation theorem for the generalised analytic Feynman integral associated with Gaussian paths
• Precise logarithmic asymptotics for the right tails of some limit random variables for random trees
• Density estimation in an infinite dimensional space: Application to diffusion processes
• Hill’s surfaces and their theta functions
• Stability regions for Mathieu equation with imperfect periodicity
• On the transport of Gaussian measures under the flow of Hamiltonian PDEs
• Additive Functionals on a Space of Continuous Functions. I
• Convergence rates for kernel regression in infinite-dimensional spaces
• Transport of Gaussian measures under the flow of one-dimensional fractional nonlinear Schrödinger equations
• A remark on a theorem of Berkes
• A new aspect of the analytic Fourier-Feynman transform and its applications
• 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
• Quasi-invariant Gaussian measures for the cubic nonlinear Schrödinger equation with third-order dispersion
• Evaluation formula for Wiener integral of polynomials in terms of natural dual pairings on abstract Wiener spaces
• Effective classical potential
• An evaluation formula for a generalized conditional expectation with translation theorems over paths
• Analytic Feynman integral and a change of scale formula for Wiener integrals of an unbounded cylinder function
• Uniqueness and non-uniqueness of the Gaussian free field evolution under the two-dimensional Wick ordered cubic wave equation
• Translation theorem for function space integral associated with Gaussian paths and applications
• Transformation of conditional Wiener integrals under translation and the Cameron-Martin translation theorem
• Dynamic programming in digital communications: Viterbi decoding to turbo multiuser detection
• Translation theorems for Fourier-Feynman transforms and conditional Fourier-Feynman transforms.
• On martingale chaoses
• Rainbow trend options: valuation and applications
• Average preserving variation processes in view of optimization
• Integrals devised for special purposes
• Stochastic filtering methods in electronic trading
• Evaluation formulas for generalized conditional Wiener integrals with drift on a function space
• Beyond Haar and Cameron-Martin: the Steinhaus support
• On the uniform integrability of the Radon-Nikodym densities for Wiener measure

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