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

DOI10.1007/978-3-319-48812-7_45zbMATH Open1381.28014OpenAlexW2606019113MaRDI QIDQ3133462FDOQ3133462

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

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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)

Cited In (5)

• A change of scale formula for Wiener integrals of unbounded functions over Wiener paths in abstract Wiener space
• A CHANGE OF SCALE FORMULA FOR CONDITIONAL WIENER INTEGRALS ON CLASSICAL WIENER SPACE
• Title not available (Why is that?)
• The generalized analogue of Wiener measure space and its properties
• CHANGE OF SCALE FORMULAS FOR WIENER INTEGRAL OVER PATHS IN ABSTRACT WIENER SPACE

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