An evaluation formula for a generalized conditional expectation with translation theorems over paths

DOI10.4134/JKMS.J190133MaRDI QIDQ5108948zbMATH OpenOpenAlexFDO

Authors Dong Hyun Cho

Publication date 6 May 2020

Full work available at URL https://www.koreascience.or.kr/article/JAKO202012941165958.page

zbMATH Keywords

Wiener spaceconditional Wiener integralWiener integralFeynman integralanalogue of Wiener measuretranslation theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Foundations of stochastic processes (60G05)

Recommendations

• An evaluation formula for Radon-Nikodym derivatives similar to conditional expectations over paths
• Analogues of conditional Wiener integrals with drift and initial distribution on a function space
• A generalized simple formula for evaluating Radon-Nikodym derivatives over paths
• A simple formula for an analogue of conditional Wiener integrals and its applications
• Conditional Wiener integrals. II

Cites work

• A simple formula for an analogue of conditional Wiener integrals and its applications
• A simple formula for an analogue of conditional Wiener integrals and its applications. II
• A simple formula for conditional Wiener integrals with applications
• AN ANALOGUE OF WIENER MEASURE AND ITS APPLICATIONS
• Measurable functions similar to the itô integral and the Paley-Wiener-Zygmund integral over continuous paths
• THE SIMPLE FORMULA OF CONDITIONAL EXPECTATION ON ANALOGUE OF WIENER MEASURE
• The generalized analogue of Wiener measure space and its properties
• Transformations of Wiener integrals under translations

Cited in

(3)

• An evaluation formula for Radon-Nikodym derivatives similar to conditional expectations over paths
• Evaluation formulas for generalized conditional Wiener integrals with drift on a function space
• A generalized simple formula for evaluating Radon-Nikodym derivatives over paths

This page was built for publication: An evaluation formula for a generalized conditional expectation with translation theorems over paths

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5108948)