An Operator-Valued Yeh-Wiener Integral and a Kac-Feynman Wiener Integral Equation

DOI10.2307/2160489zbMath0796.60084MaRDI QIDQ4290821

Chull Park, David Skoug

Publication date: 20 September 1994

Full work available at URL: https://doi.org/10.2307/2160489

zbMATH Keywords

Gaussian process; stochastic integral; Wiener space; operator-valued function space integral; Kac-Feynman Wiener integral equation; Yeh-Wiener integrals

Mathematics Subject Classification ID

60G15: Gaussian processes

60J65: Brownian motion

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

Related Items

Multiple path-valued conditional Yeh-Wiener integrals, Generalized conditional Yeh-Wiener integrals and a Wiener integral equation, Grid-valued conditional Yeh-Wiener integrals and a Kac-Feynman Wiener integral equation

Cites Work

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• Wiener Measure in a Space of Functions of Two Variables