Integration in Product Spaces, Including Wiener and Feynman Integration
DOI10.1112/PLMS/S3-27.2.317zbMATH Open0263.28007OpenAlexW2029989639MaRDI QIDQ5679079FDOQ5679079
Authors: Ralph Henstock
Publication date: 1973
Published in: Proceedings of the London Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1112/plms/s3-27.2.317
Brownian motion (60J65) Vector-valued set functions, measures and integrals (28B05) Vector-valued measures and integration (46G10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Integration with respect to measures and other set functions (28A25) Measures and integrals in product spaces (28A35) Real- or complex-valued set functions (28A10)
Cited In (7)
- Integration by parts
- Prescription of measures on functional spaces by means of numerical densities and path integrals
- The Infinite Dimensional Henstock Integral and Problems of Black-Scholes Expectation
- Feynman's Path Integrals and Henstock's Non-Absolute Integration
- Foundations for relativistic quantum theory. I. Feynman’s operator calculus and the Dyson conjectures
- Variations and variational measures in integration theory and some applications
- Time-ordered operators and Feynman–Dyson algebras
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