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

DOI10.1007/S10587-009-0030-6MaRDI QIDQ3070133zbMATH OpenOpenAlexFDO

Authors 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, http://hdl.handle.net/10338.dmlcz/140490

zbMATH Keywords

analogue of Wiener measureCameron-Martin translation theoremconditional analytic Feynman \(w_\varphi \)-integralconditional Wiener integralKac-Feynman formulasimple 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)

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Cites work

• A measure-valued analogue of Wiener measure and the measure-valued Feynman-Kac formula
• A simple formula for an analogue of conditional Wiener integrals and its applications
• A simple formula for conditional Wiener integrals with applications
• AN ANALOGUE OF WIENER MEASURE AND ITS APPLICATIONS
• Conditional Analytic Feynman Integrals and a Related Schrödinger Integral Equation
• scientific article; zbMATH DE number 3920864 (Why is no real title available?)
• scientific article; zbMATH DE number 3685812 (Why is no real title available?)
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• Inversion of conditional expectations
• Inversion of conditional Wiener integrals
• Transformation of conditional Wiener integrals under translation and the Cameron-Martin translation theorem
• Transformations of Wiener integrals under translations

Cited in

(13)

• Analogues of conditional Wiener integrals with drift and initial distribution on a function space
• Conditional Wiener integrals. II
• Conditional Fourier-Feynman transforms with drift on a function space
• Evaluation formulas for generalized conditional Wiener integrals with drift on a function space
• Operator-valued function space integrals via conditional integrals on an analogue Wiener space. II
• Conditional integral transforms and conditional convolution products on a function space
• scientific article; zbMATH DE number 444855 (Why is no real title available?)
• A simple formula for an analogue of conditional Wiener integrals and its applications
• scientific article; zbMATH DE number 96984 (Why is no real title available?)
• An evaluation formula for a generalized conditional expectation with translation theorems over paths
• A simple formula for a generalized conditional Wiener integral and its applications
• THE BARTLE INTEGRAL AND THE CONDITIONAL WIENER INTEGRAL ON C[0,t]
• Analogues of conditional Wiener integrals and their change of scale transformations on a function space

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