CONDITIONAL INTEGRAL TRANSFORMS AND CONVOLUTIONS FOR A GENERAL VECTOR-VALUED CONDITIONING FUNCTIONS

DOI10.11568/kjm.2016.24.3.573zbMath1432.28018OpenAlexW2553462282MaRDI QIDQ5216607

Bong Jin Kim, Byoung Soo Kim

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.2016.24.3.573

zbMATH Keywords

first variationconditional Wiener integralconditional convolutionconditional integral transform

Mathematics Subject Classification ID

Gaussian processes (60G15) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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