Scale transformations for present position-dependent conditional expectations over continuous paths

DOI10.1215/20088752-3544830MaRDI QIDQ277449zbMATHOpenAlexFDO

Authors Dong Hyun Cho

Publication date 29 April 2016

Published in Annals of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.afa/1460141561

zbMATH Keywords

Wiener spaceanalytic conditional Feynman integralanalytic conditional Wiener integralconditional Wiener integralWiener integral

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integration on abstract linear spaces (46G12) Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds (46T12)

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Cited in

(5)

• Change of scale formulas for a generalized conditional Wiener integral
• Analogues of conditional Wiener integrals and their change of scale transformations on a function space
• Relationships between generalized Wiener integrals and conditional analytic Feynman integrals over continuous paths.
• Integral transforms on a function space with change of scales using multivariate normal distributions
• Scale transformations for present position-independent conditional expectations

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