Linear Transformations of Wiener Integrals

DOI10.2307/2159751zbMath0768.28004OpenAlexW4230857058MaRDI QIDQ4022135

David Skoug, Chull Park

Publication date: 17 January 1993

Full work available at URL: https://doi.org/10.2307/2159751

zbMATH Keywords

linear transformationWiener measureRadon-Nikodým derivativeconditional Wiener integralGauss measure

Mathematics Subject Classification ID

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

Cites Work

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• A Note on Paley-Wiener-Zygmund Stochastic Integrals
• Radon-Nikodym Derivatives of Gaussian Measures
• Equivalent Gaussian Measures with a Particularly Simple Radon-Nikodym Derivative
• A Generalized Paley-Wiener-Zygmund Integral and Its Applications
• On Gaussian Measures Equivalent to Wiener Measure
• Transformations of Wiener Integrals Under a General Class of Linear Transformations

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