A survey of change of scale formulas on an analogue of Wiener space

DOI10.1007/978-3-319-48812-7_45MaRDI QIDQ3133462zbMATH OpenOpenAlexFDO

Authors Dong Hyun Cho, Suk Bong Park, Min Hee 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

zbMATH Keywords

Wiener measureconditional Wiener integralsimple formula for conditional Wiener integralchange of scale formulaanalogue of Wiener space

Mathematics Subject Classification ID

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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Cited in

(6)

• A change of scale formula for Wiener integrals of unbounded functions over Wiener paths in abstract Wiener space
• CHANGE OF SCALE FORMULAS FOR WIENER INTEGRAL OVER PATHS IN ABSTRACT WIENER SPACE
• The generalized analogue of Wiener measure space and its properties
• A translation of an analogue of Wiener space with its applications on their product spaces
• A CHANGE OF SCALE FORMULA FOR CONDITIONAL WIENER INTEGRALS ON CLASSICAL WIENER SPACE
• scientific article; zbMATH DE number 937008 (Why is no real title available?)

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