Analogues of conditional Wiener integrals and their change of scale transformations on a function space

DOI10.1016/J.JMAA.2009.05.023zbMATH Open1175.28010OpenAlexW2053063650MaRDI QIDQ837573FDOQ837573

Authors: Dong Hyun Cho, Bong Jin Kim, Il Yoo 

Publication date: 20 August 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2009.05.023

Recommendations

• Change of scale formulas for a generalized conditional Wiener integral
• Scale transformations for present position-dependent conditional expectations over continuous paths
• A simple formula for an analogue of conditional Wiener integrals and its applications. II
• Relationships between generalized Wiener integrals and conditional analytic Feynman integrals over continuous paths.
• A CHANGE OF SCALE FORMULA FOR CONDITIONAL WIENER INTEGRALS ON CLASSICAL WIENER SPACE

zbMATH Keywords

change of scale transformationconditional \(w_\varphi\)-integralconditional analytic Feynman \(w_\varphi\)-integralconditional analytic Wiener \(w_\varphi\)-integralsimple formula for conditional \(w_\varphi\)-integral

Mathematics Subject Classification ID

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

Cites Work

• Analytic Feynman integral solutions of an integral equation related to the Schrödinger equation
• Title not available (Why is that?)
• A change of scale formula for Wiener integrals on abstract Wiener spaces
• A change of scale formula for Wiener integrals of unbounded functions
• The translation pathology of Wiener space
• Title not available (Why is that?)
• Title not available (Why is that?)
• AN ANALOGUE OF WIENER MEASURE AND ITS APPLICATIONS
• A CHANGE OF SCALE FORMULA FOR CONDITIONAL WIENER INTEGRALS ON CLASSICAL WIENER SPACE
• The behavior of measure and measurability under change of scale in Wiener space
• Title not available (Why is that?)
• A simple formula for an analogue of conditional Wiener integrals and its applications
• A simple formula for conditional Wiener integrals with applications
• Conditional Wiener integrals. II
• A simple formula for an analogue of conditional Wiener integrals and its applications. II

Cited In (6)

• Evaluation formulas for generalized conditional Wiener integrals with drift on a function space
• A simple formula for an analogue of conditional Wiener integrals and its applications. II
• Integral transforms on a function space with change of scales using multivariate normal distributions
• A CHANGE OF SCALE FORMULA FOR CONDITIONAL WIENER INTEGRALS ON CLASSICAL WIENER SPACE
• A conditional Fourier-Feynman transform and conditional convolution product with change of scales on a function space. II
• A simple formula for an analogue of conditional Wiener integrals and its applications

This page was built for publication: Analogues of conditional Wiener integrals and their change of scale transformations on a function space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q837573)