Evaluation of various Wiener integrals by use of certain Sturm-Liouville differential equations
From MaRDI portal
Publication:5842280
DOI10.1090/S0002-9904-1945-08275-5zbMath0063.00698MaRDI QIDQ5842280
Publication date: 1945
Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)
Related Items (31)
On Wiener functionals of order 2 associated with soliton solutions of the KdV equation ⋮ A Cameron-Martin type formula for general Gaussian processes--a filtering approach ⋮ An introduction to the semiclassical limit of Euclidean quantum mechanics ⋮ Hazard rate and observed covariates: a natural way of parametrization ⋮ Gaussian measures on linear spaces ⋮ The average values of a kind of functionals in LP and concentration without measure ⋮ Notes on the Feynman integral. II ⋮ MAXIMIZING THE PROBABILITY OF ACHIEVING A GOAL IN THE CASE OF A PARTIALLY OBSERVED DRIFT PROCESS ⋮ Functional Integrals and Statistical Physics ⋮ Some integral equations related to random Gaussian processes ⋮ Distribution of the least-squares estimators of a single Brownian trajectory diffusion coefficient ⋮ Estimates on functional integrals of quantum mechanics and non-relativistic quantum field theory ⋮ Brownian local times ⋮ On quadratic functionals of the Brownian sheet and related processes ⋮ Group-theoretic evaluation of certain wiener integrals ⋮ Quadratic Wiener functionals and dynamics on Grassmannians ⋮ Heat kernel analysis on infinite-dimensional Heisenberg groups ⋮ Asymptotic expansions for ornstein-uhlenbeck semigroups perturbed by potentials over banach spaces ⋮ Some probability limit theorems ⋮ The solution of linear integral equations by means of Wiener integrals ⋮ Maximizing the Probability of a Perfect Hedge in the Case of Stochastic Interest Rate ⋮ Nonlinear Volterra functional equations and linear parabolic differential systems ⋮ Transformation of the generalized Wiener measure under a class of linear transformations ⋮ Differential Equations Involving a Parametric Function ⋮ Fredholm determinants associated with Wiener integrals ⋮ Remarks on the stochastic process corresponding to \((1/\phi^ 2)_ 1\) interaction ⋮ Analytic thin wall false vacuum decay rate ⋮ Effective classical potential ⋮ L p-discrepancy and statistical independence of sequences ⋮ Exact first-passage time distributions for three random diffusivity models ⋮ Wiener Integrals of Multiple Variations
Cites Work
This page was built for publication: Evaluation of various Wiener integrals by use of certain Sturm-Liouville differential equations
