Evaluation formulas for conditional abstract wiener integrals

DOI10.1080/07362998908809173zbMath0673.60006OpenAlexW1991541139MaRDI QIDQ3827298

Dong Myung Chung, Soon Ja Kang

Publication date: 1989

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998908809173

zbMATH Keywords

integralsabstract Wiener spaceconditional Wiener integralsYeh-Wiener

Mathematics Subject Classification ID

Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11)

Related Items (5)

Conditional Analytic Feynman Integrals on Abstract Wiener Spaces ⋮ Conditional function space integrals with applications ⋮ An extension of the Cameron-Martin translation theorem via Fourier-Hermite functionals ⋮ Cylinder Functions in the Fresnel Class of Functions on Abstract Wiener Spaces ⋮ Evaluation Formulas for Conditional Function Space Integrals I

Cites Work

• Unnamed Item
• Inversion of conditional Wiener integrals
• Orthogonal developments of functionals and related theorems in the Wiener space of functions of two variables
• Frechet-Volterra variational equations, boundary value problems, and function space integrals
• A fundamental solution of the parabolic equation on Hilbert space
• Transformations of Wiener integrals under translations

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