A simple formula for an analogue of conditional wiener integrals and its applications II

DOI10.1007/s10587-009-0030-6zbMath1224.28031OpenAlexW1986139194MaRDI QIDQ3070133

Dong Hyun Cho

Publication date: 2 February 2011

Published in: Czechoslovak Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/37933

zbMATH Keywords

conditional Wiener integralanalogue of Wiener measureKac-Feynman formulaCameron-Martin translation theoremconditional analytic Feynman \(w_\varphi \)-integralsimple formula for conditional \(w_\varphi \)-integral

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items

Conditional integral transforms and conditional convolution products on a function space, Analogues of conditional Wiener integrals and their change of scale transformations on a function space, Evaluation formulas for generalized conditional Wiener integrals with drift on a function space, Analogues of conditional Wiener integrals with drift and initial distribution on a function space, Conditional Fourier-Feynman transforms with drift on a function space, AN EVALUATION FORMULA FOR A GENERALIZED CONDITIONAL EXPECTATION WITH TRANSLATION THEOREMS OVER PATHS

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