AN EVALUATION FORMULA FOR A GENERALIZED CONDITIONAL EXPECTATION WITH TRANSLATION THEOREMS OVER PATHS

DOI10.4134/JKMS.j190133zbMath1443.28006OpenAlexW3110855579MaRDI QIDQ5108948

Dong Hyun Cho

Publication date: 6 May 2020

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

zbMATH Keywords

Wiener integralWiener spaceconditional Wiener 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)

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Cites Work

• A simple formula for conditional Wiener integrals with applications
• Transformations of Wiener integrals under translations
• A simple formula for an analogue of conditional wiener integrals and its applications II
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• THE SIMPLE FORMULA OF CONDITIONAL EXPECTATION ON ANALOGUE OF WIENER MEASURE
• A simple formula for an analogue of conditional Wiener integrals and its 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