The behavior of measure and measurability under change of scale in Wiener space
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Publication:5790723
DOI10.1090/S0002-9904-1947-08762-0zbMATH Open0032.41801OpenAlexW2026085959WikidataQ109332035 ScholiaQ109332035MaRDI QIDQ5790723FDOQ5790723
Authors: R. H. Cameron, W. T. Martin
Publication date: 1947
Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9904-1947-08762-0
Cited In (32)
- A Limit Theorem for Processes with Stationary Independent Increments
- Stochastic processes and statistical inference
- Analytic Feynman integral and a change of scale formula for Wiener integrals of an unbounded cylinder function
- Algebraic integration theory
- The inner product of path space measures corresponding to random processes with independent increments
- Oscillation of sample functions in diffusion processes
- Change of scale formulas for function space integrals related with Fourier-Feynman transform and convolution on \(C_{a,b}[0,T]\)
- Rotations in the Product of Two Wiener Spaces
- On a measure in Wiener space and applications
- Integral transforms on a function space with change of scales using multivariate normal distributions
- Change of path formula for generalized Wiener integral with applications
- Gaussian measures on linear spaces
- Converses to Measurability Theorems for Yeh-Wiener Space
- Yeh-Fourier-Feynman transforms and convolutions associated with Gaussian processes
- Analogues of conditional Wiener integrals and their change of scale transformations on a function space
- Change of path formula on the function space with applications
- A conditional Fourier-Feynman transform and conditional convolution product with change of scales on a function space. II
- A Strong Limit Theorem for Gaussian Processes
- Singularity of generalized grey Brownian motions with different parameters
- A change of scale formula for a function space integral on \(C_{a,b}[0,T]\)
- A change of scale formula for Wiener integrals of unbounded functions
- A quantum-mechanical functional central limit theorem
- Existenz von sequentiellen Tests zu vorgegebenen Niveaus
- Transformations in Wiener space and squares of quantum fields
- Change of scale formulas for Wiener integrals related to Fourier-Feynman transform and convolution
- Behaviour of the first variation under a Fourier-Feynman transform for cylinder functions on abstract Wiener spaces
- Parts formulas involving the Fourier-Feynman transform associated with Gaussian paths on Wiener space
- Stochastic processes and statistical inference
- Note on generalized Wiener integrals
- Conditional Fourier-Feynman transforms with drift on a function space
- Optimal sampling of independent increment processes
- Relationship between fourier-feynman transforms and wiener integrals on abstract wiener spaces*
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