Measurable functions similar to the itô integral and the Paley-Wiener-Zygmund integral over continuous paths

DOI10.2298/FIL1818441CMaRDI QIDQ5086853zbMATH OpenFDO

Authors Dong Hyun Cho

Publication date 7 July 2022

Published in Filomat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2298/FIL1818441C

zbMATH Keywords

analogue of Wiener spaceItô integralPaley-Wiener-Zygmund integralWiener measureWiener space

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Stochastic integrals (60H05)

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Cites work

• A change of scale formula for a function space integral on \(C_{a,b}[0,T]\)
• A Note on Paley-Wiener-Zygmund Stochastic Integrals
• A simple formula for an analogue of conditional Wiener integrals and its applications
• AN ANALOGUE OF WIENER MEASURE AND ITS APPLICATIONS
• scientific article; zbMATH DE number 3685812 (Why is no real title available?)
• scientific article; zbMATH DE number 3636993 (Why is no real title available?)
• scientific article; zbMATH DE number 3436379 (Why is no real title available?)
• Mathematical theory of Feynman path integrals
• The equivalence of two approaches to the Feynman integral
• The generalized analogue of Wiener measure space and its properties

Cited in

(8)

• A Banach algebra with its applications over paths of bounded variation
• An evaluation formula for Radon-Nikodym derivatives similar to conditional expectations over paths
• From Measures to Itô Integrals
• A generalized simple formula for evaluating Radon-Nikodym derivatives over paths
• An evaluation formula for a generalized conditional expectation with translation theorems over paths
• A Banach algebra of series of functions over paths
• A Banach algebra and its equivalent spaces over paths with a positive measure
• A generalized conditional Wiener integral with a drift and its applications

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