Series expansions of the transform with respect to the Gaussian process
DOI10.1080/10652469.2014.991920zbMath1338.60140OpenAlexW2019673330MaRDI QIDQ5246264
Hyun Soo Chung, Seung Jun Chang, Il Young Lee
Publication date: 20 April 2015
Published in: Integral Transforms and Special Functions (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10652469.2014.991920
Fourier transformGaussian processconfluent hypergeometric seriesFourier-type functional\(\diamond\)-product
Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)
Related Items
Cites Work
- Operator-valued Feynman integrals via conditional Feynman integrals
- Scale-invariant measurability in Wiener space
- Relationships among the first variation, the convolution product, and the Fourier-Feynman transform
- Integral transforms, convolution products, and first variations
- Integral transforms of functionals in \(L_2(C_0[0,T)\)]
- Fourier-Wiener transforms of functionals belonging to \(L_2\) over the space \(C\)
- Some examples of Fourier-Wiener transforms of analytic functionals
- Conditional integral transforms with related topics on function space
- FOURIER-TYPE FUNCTIONALS ON WIENER SPACE
- CONDITIONAL TRANSFORM WITH RESPECT TO THE GAUSSIAN PROCESS INVOLVING THE CONDITIONAL CONVOLUTION PRODUCT AND THE FIRST VARIATION
- Convolution and Analytic Fourier-Feynman Transforms Over Paths in Abstract Wiener Space
- Convolution products, integral transforms and inverse integral transforms of functionals inL2(C0[0,T)]
- Generalized integral transforms and convolution products on function space