A CHANGE OF SCALE FORMULA FOR CONDITIONAL WIENER INTEGRALS ON CLASSICAL WIENER SPACE

DOI10.4134/JKMS.2007.44.4.1025zbMath1129.28014OpenAlexW1985496139MaRDI QIDQ5421782

Dong Hyun Cho, Byoung Soo Kim, Kun Soo Chang, T. S. Song, Il Yoo

Publication date: 24 October 2007

Published in: Journal of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4134/jkms.2007.44.4.1025

zbMATH Keywords

change of scale formulaconditional Wiener integralconditional analytic Feynman integralconditional analytic Wiener integral

Mathematics Subject Classification ID

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

Related Items (2)

Analogues of conditional Wiener integrals and their change of scale transformations on a function space ⋮ Integral transforms on a function space with change of scales using multivariate normal distributions

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