A Survey of Change of Scale Formulas on an Analogue of Wiener Space
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Publication:3133462
DOI10.1007/978-3-319-48812-7_45zbMath1381.28014OpenAlexW2606019113MaRDI QIDQ3133462
Dong Hyun Cho, Min Hee Park, Suk Bong Park
Publication date: 2 February 2018
Published in: Trends in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-48812-7_45
Wiener measurechange of scale formulaconditional Wiener integralsimple formula for conditional Wiener integralanalogue of Wiener space
Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Foundations of stochastic processes (60G05)
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