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

DOI10.11568/KJM.2016.24.3.489MaRDI QIDQ5216601zbMATH OpenOpenAlexFDO

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

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)

Recommendations

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Cites work

• scientific article; zbMATH DE number 991940 (Why is no real title available?)
• scientific article; zbMATH DE number 2237615 (Why is no real title available?)
• An evaluation of the conditional Yeh-Wiener integral
• Conditional Yeh-Wiener Integrals with Vector-Valued Conditioning Functions
• Generalized conditional Yeh-Wiener integral
• Modified conditional Yeh-Wiener integral with vector-valued conditioning function
• Multiple path-valued conditional Yeh-Wiener integrals
• Sample Path-Valued Conditional Yeh-Wiener Integrals and a Wiener Integral Equation

Cited in

(2)

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

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