Scale transformations for present position-dependent conditional expectations over continuous paths

DOI10.1215/20088752-3544830zbMATH Open1346.46038OpenAlexW2329016118MaRDI QIDQ277449FDOQ277449

Authors: Dong Hyun Cho 

Publication date: 29 April 2016

Published in: Annals of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.afa/1460141561

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zbMATH Keywords

Wiener spaceanalytic conditional Feynman integralanalytic conditional Wiener integralconditional Wiener integralWiener integral

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integration on abstract linear spaces (46G12) Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds (46T12)

Cited In (5)

• Scale transformations for present position-independent conditional expectations
• Relationships between generalized Wiener integrals and conditional analytic Feynman integrals over continuous paths.
• Integral transforms on a function space with change of scales using multivariate normal distributions
• Analogues of conditional Wiener integrals and their change of scale transformations on a function space
• Change of scale formulas for a generalized conditional Wiener integral

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