The inner product of path space measures corresponding to random processes with independent increments

DOI10.1090/S0002-9904-1972-12952-5zbMath0233.60041MaRDI QIDQ5641851

Charles M. Newman

Publication date: 1972

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

Mathematics Subject Classification ID

Random measures (60G57) Markov processes (60J99)

Related Items

Unnamed Item, Probability measures on distribution spaces and quantum field theoretical models, Optimal sampling of independent increment processes, The invariant and quasi-invariant transformations of the stable Lévy processes, Two theorems on Hunt's hypothesis (H) for Markov processes, Chernoff bounds for discriminating between two markov processes, Absolute continuity of Wiener processes, Hellinger integrals of gaussian processes with independent increments, Unnamed Item, Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants

Cites Work

• Transformations of Wiener integrals under translations
• The behavior of measure and measurability under change of scale in Wiener space