Simple formulas for conditional function space integrals and applications

MaRDI QIDQ3589428zbMATH OpenFDO

Authors Seung Jun Chang, Jae Gil Choi, David Skoug

Publication date 20 September 2010

zbMATH Keywords

conditional function space integralsgeneralized Brownian motion process

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Brownian motion (60J65)

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• Conditional generalized Fourier-Feynman transforms on function space and an application

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