Conditional Yeh-Wiener Integrals with Vector-Valued Conditioning Functions

DOI10.2307/2046964zbMath0665.60079MaRDI QIDQ3816801

Chull Park, David Skoug

Publication date: 1989

Full work available at URL: https://doi.org/10.2307/2046964

zbMATH Keywords

two-parameter Wiener process; conditional Yeh-Wiener integral; Cameron- Martin type translation

Mathematics Subject Classification ID

60J65: Brownian motion

60H05: Stochastic integrals

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

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Cites Work

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