The linear space of generalized Brownian motions with applications

DOI10.1090/S0002-9939-05-07751-8zbMath1062.60081OpenAlexW2002928862MaRDI QIDQ4663470

Jeong Hyun Lee

Publication date: 31 March 2005

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-05-07751-8

zbMATH Keywords

directed derivative

Mathematics Subject Classification ID

Brownian motion (60J65) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (4)

Effect of drift of the generalized Brownian motion process: an example for the analytic Feynman integral ⋮ Cameron–Storvick theorem associated with Gaussian paths 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

Cites Work

• Gaussian measures in Banach spaces
• Conditional function space integrals with applications
• Generalized Fourier-Feynman transforms and a first variation on function space
• Integration by parts formulas involving generalized Fourier-Feynman transforms on function space
• Theory of Reproducing Kernels
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