An evaluation formula for a generalized conditional expectation with translation theorems over paths
DOI10.4134/JKMS.J190133zbMATH Open1443.28006OpenAlexW3110855579MaRDI QIDQ5108948FDOQ5108948
Authors: Dong Hyun Cho
Publication date: 6 May 2020
Full work available at URL: https://www.koreascience.or.kr/article/JAKO202012941165958.page
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Cites Work
- Transformations of Wiener integrals under translations
- AN ANALOGUE OF WIENER MEASURE AND ITS APPLICATIONS
- The generalized analogue of Wiener measure space and its properties
- A simple formula for an analogue of conditional Wiener integrals and its applications
- A simple formula for conditional Wiener integrals with applications
- A simple formula for an analogue of conditional Wiener integrals and its applications. II
- 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
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