scientific article; zbMATH DE number 227244
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Publication:5286746
zbMATH Open0780.28007MaRDI QIDQ5286746FDOQ5286746
Authors: Seung Jun Chang, Dong Myung Chung
Publication date: 1 September 1993
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Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integrals in product spaces (28A35)
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- Computation of conditional Wiener integrals by the composite approximation formulas with weight
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- Translation theorems for Fourier-Feynman transforms and conditional Fourier-Feynman transforms.
- Conditional expectations of Brownian functionals and their applications
- Conditional Wiener integrals. II
- Applications of an analogue of conditional Wiener integrals
- Laplace asymptotic expansions of conditional Wiener integrals and generalised Mehler kernel formulae for Hamiltonians on L2(Rn)
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- Conditional exponential moments for iterated Wiener integrals
- Computing conditional Wiener integrals of functionals of a general form
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