Sequential transforms associated with Gaussian processes on function space
DOI10.1142/S0129167X16500312zbMATH Open1341.60078OpenAlexW2276052806MaRDI QIDQ2807994FDOQ2807994
Authors: Seung Jun Chang, Hyun Soo Chung, Jae Gil Choi
Publication date: 25 May 2016
Published in: International Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0129167x16500312
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Gaussian processes (60G15) Brownian motion (60J65) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integration on abstract linear spaces (46G12) Stochastic analysis (60H99)
Cites Work
- Singularity of Gaussian measures on function spaces induced by Brownian motion processes with non-stationary increments
- A translation theorem for the generalized Fourier-Feynman transform associated with Gaussian process on function space
- Title not available (Why is that?)
- Integration by parts formulas involving generalized Fourier-Feynman transforms on function space
- A Kac-Feynman integral equation for conditional Wiener integrals
- Multiple generalized analytic Fourier-Feynman transform via rotation of Gaussian paths on function space
Cited In (7)
- Sequential generalized Riemann-Liouville derivatives based on distributional convolution
- Translation theorem for function space integral associated with Gaussian paths and applications
- \(L_2\)-sequential transforms on function space
- Sequential generalized transforms on function space
- Generalized sequential Feynman integral and Fourier-Feynman transform
- Generalized Fourier-Feynman transform and sequential transforms on function space
- Title not available (Why is that?)
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