GENERALIZED CONDITIONAL YEH-WIENER INTEGRALS FOR THE SAMPLE PATH-VALUED CONDITIONING FUNCTION

DOI10.11568/kjm.2016.24.3.489zbMath1432.28016OpenAlexW2553811473MaRDI QIDQ5216601

Joo Sup Chang, Joong Hyun Ahn

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

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

• Generalized conditional Yeh-Wiener integral
• An evaluation of the conditional Yeh-Wiener integral
• Conditional Yeh-Wiener Integrals with Vector-Valued Conditioning Functions
• Sample Path-Valued Conditional Yeh-Wiener Integrals and a Wiener Integral Equation
• Multiple path-valued conditional Yeh-Wiener integrals
• *-NOETHERIAN DOMAINS AND THE RING D[X_N*, II]
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