scientific article; zbMATH DE number 3436379
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Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Foundations of stochastic processes (60G05) Gaussian processes (60G15) Brownian motion (60J65) Markov processes (60J99)
Cited in
(98)- Integral transforms of functionals in \(L^{2}(C_{a,b}[0,T])\)
- Spectral representation of semistable processes, and semistable laws on Banach spaces
- Noncommutative operations on Wiener functionals and Feynman's operational calculus
- A class of stochastic processes with a law generalizing a nondecomposable law on the real line
- Continuous time systems identification with unknown noise covariance
- Schauder-type expansions of continuous functions on the unit interval
- Algebraic models for probability measures associated with solutions of random equations. I
- The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process
- The theory of fuzzy stochastic processes
- The general theory for response analysis of fuzzy stochastic dynamical systems
- A Cameron-Storvick theorem for the analytic Feynman integral associated with Gaussian paths on a Wiener space and applications
- Translation theorems for the Fourier-Feynman transform on the product function space \(C_{a,b}^2[0,T]\)
- Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency.
- Rotation of Gaussian paths on Wiener space with applications
- The curvature induced by covariance
- Generalized Feynman integrals: The \({\mathcal L} (L_ 2,L_ 2)\) theory
- Conditional function space integrals with applications
- Gaussian measures on linear spaces
- Statistical tests of stochastic process models used in the financial theory of insurance companies
- Some basic relationships among transforms, convolution products, first variations and inverse transforms
- Sequential generalized transforms on function space
- Relationship between the analytic generalized Fourier-Feynman transform and the function space integral
- Parts formulas involving the Fourier-Feynman transform associated with Gaussian paths on Wiener space
- Algebraic structure of the \(L_2\) analytic Fourier-Feynman transform associated with Gaussian paths on Wiener space
- An operational construction of the sum of two non-commuting observables in quantum theory and related constructions
- Integrability on the abstract Wiener space of double sequences and Fernique theorem
- Change of scale formulas for Wiener integrals related to Fourier-Feynman transform and convolution
- A modified analytic function space Feynman integral of functionals on function space
- On the space of infinite dimensional integrable functions
- Rotation of Gaussian processes on function space
- Translation theorem for function space integral associated with Gaussian paths and applications
- Multiple generalized analytic Fourier-Feynman transform via rotation of Gaussian paths on function space
- An analytic operator-valued generalized Feynman integral on function space
- Generalized analytic Fourier-Feynman transform of functionals in a Banach algebra \(\mathcal F^{a,b}_{A_{1},A_{2}}\)
- Change of path formula on the function space with applications
- Grid-valued conditional Yeh-Wiener integrals and a Kac-Feynman Wiener integral equation
- Some fundamental formulas for an integration on infinite dimensional Hilbert spaces
- A translation theorem for the generalised analytic Feynman integral associated with Gaussian paths
- A unified approach to infinite-dimensional integration
- Sequential transforms associated with Gaussian processes on function space
- A change of scale formula for a function space integral on \(C_{a,b}[0,T]\)
- Conditional integral transforms and conditional convolution products on a function space
- Effect of drift of the generalized Brownian motion process: an example for the analytic Feynman integral
- Some relationships for the double modified generalized analytic function space Fourier-Feynman transform and its applications
- A simple formula for an analogue of conditional Wiener integrals and its applications. II
- A measure-valued analogue of Wiener measure and the measure-valued Feynman-Kac formula
- Evaluation Formulas for Conditional Function Space Integrals I
- A simple formula for an analogue of conditional Wiener integrals and its applications
- scientific article; zbMATH DE number 4084633 (Why is no real title available?)
- Conditional Yeh-Wiener Integrals with Vector-Valued Conditioning Functions
- Evaluation formulas for conditional abstract wiener integrals
- Quadratic Integration of Gaussian Processes
- Continuity of stochastic processes with values in the dual of a nuclear space
- L₂-sequential transforms on function space
- A modified analytic function space Feynman integral and its applications
- Translation theorem of conditional Yeh-Wiener integrals
- Translation theorems for the analytic Fourier-Feynman transform associated with Gaussian paths on Wiener space
- A new approach method to obtain the \(L_1\) generalized analytic Fourier-Feynman transform
- The linear space of generalized Brownian motions with applications
- The Feynman-Kac formula for a system of parabolic equations
- On a measure in Wiener space and applications
- Integration by parts formulas involving generalized Fourier-Feynman transforms on function space
- Asymptotic expansions for ornstein-uhlenbeck semigroups perturbed by potentials over banach spaces
- Evaluation formula and approximation for Wiener integrals via the Fourier-type functional
- Relationships between the _w-product and the generalized integral transforms
- A representation for an inverse generalized Fourier-Feynman transform associated with Gaussian process on function space
- Generalized integral transforms with the translation operator on function space
- Measurable functions similar to the itô integral and the Paley-Wiener-Zygmund integral over continuous paths
- Cameron-Storvick theorem associated with Gaussian paths on function space
- Generalized Cameron-Storvick type theorem via the bounded linear operators
- Change of scale formulas for function space integrals related with Fourier-Feynman transform and convolution on \(C_{a,b}[0,T]\)
- A representation for the inverse generalised Fourier-Feynman transform via convolution product on function space
- New expressions of the modified generalized integral transform via the translation theorem with applications
- Relationships Involving Transforms and Convolutions Via the Translation Theorem
- Probability space of wave functions
- A Cameron-Storvick theorem on \(C_{a,b}^2 [0,T]\) with applications
- A translation of an analogue of Wiener space with its applications on their product spaces
- Generalized Fourier-Feynman transforms and convolutions for exponential type functions of generalized Brownian motion paths
- Generalized Fourier-Feynman transform of bounded cylinder functions on the function space \(C_{a, b}[0, T]\)
- Fourier–Feynman transforms of cylinder functionals combining Gaussian paths on Wiener space
- Cameron-Storvick type theorems for conditional modified generalized analytic function space Feynman integrals
- Onsager-Machlup functional for stochastic differential equations with time-varying noise
- Generalized transforms and convolutions of bounded cylinder functionals on Wiener space
- An evaluation formula for a generalized conditional expectation over paths in abstract Wiener space and its applications
- A generalized L_p-analytic conditional Feynman integral over paths in abstract Wiener space
- A generalized conditional Wiener integral with a drift and its applications
- Conditional generalized Fourier-Feynman transforms on function space and an application
- Multi-parameter infinite-dimensional (r,)-OU process
- Existence theorems and evaluation formulas for sequential Yeh-Feynman integrals
- A generalized analogue of Wiener measure with a scale over paths in abstract Wiener space and its properties
- Analytic operator-valued Feynman integrals of certain finite-dimensional functionals on function space
- Fundamental formulas for modified generalized integral transforms
- Stochastic processes on quantum logics
- Transitions in a Duffing oscillator excited by random noise
- Closure method and asymptotic expansions for linear stochastic systems
- Infinite dimensional oscillatory integrals as projective systems of functionals
- The Feynman-Kac formula with a Lebesgue-Stieltjes measure: An integral equation in the general case
- Generalized Fourier-Feynman transforms, convolution products, and first variations on function space
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