Scale transformations for present position-independent conditional expectations

DOI10.4134/JKMS.J150285MaRDI QIDQ2806543zbMATH OpenFDO

Authors Dong Hyun Cho

Publication date 18 May 2016

Published in Journal of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL http://www.mathnet.or.kr/mathnet/kms_content.php?no=467736

zbMATH Keywords

analytic conditional Feynman integralanalytic conditional Wiener integralconditional Wiener integralWiener integralWiener space

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Foundations of stochastic processes (60G05) Gaussian processes (60G15) Stochastic integrals (60H05)

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Cited in

(5)

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

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