Generalized conditional Yeh-Wiener integrals for the sample path-valued conditioning function

DOI10.11568/KJM.2016.24.3.489zbMATH Open1432.28016OpenAlexW2553811473MaRDI QIDQ5216601FDOQ5216601

Authors: Joong Hyun Ahn, Joo Sup Chang 

Publication date: 18 February 2020

Published in: Korean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.11568/kjm.2016.24.3.489

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zbMATH Keywords

generalized conditional Yeh-Wiener integralsample path-valued conditioning function

Mathematics Subject Classification ID

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

Cites Work

• An evaluation of the conditional Yeh-Wiener integral
• Conditional Yeh-Wiener Integrals with Vector-Valued Conditioning Functions
• Modified conditional Yeh-Wiener integral with vector-valued conditioning function
• Generalized conditional Yeh-Wiener integral
• Sample Path-Valued Conditional Yeh-Wiener Integrals and a Wiener Integral Equation
• Multiple path-valued conditional Yeh-Wiener integrals
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (2)

• Multiple path-valued conditional Yeh-Wiener integrals
• Generalized conditional Yeh-Wiener integral

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