Translation theorem of conditional Yeh-Wiener integrals

DOI10.1080/09720529.2000.10697909MaRDI QIDQ4549942zbMATH OpenOpenAlexFDO

Authors Kun Soo Chang, Sunkyung Kim, Il Yoo

Publication date 15 March 2004

Published in Journal of Discrete Mathematical Sciences and Cryptography (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/09720529.2000.10697909

zbMATH Keywords

conditional Yeh-Wiener integralstranslation theoremvector-valued conditioning functions

Mathematics Subject Classification ID

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

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• Inversion of conditional expectations
• Inversion of conditional Wiener integrals
• Transformation of conditional Wiener integrals under translation and the Cameron-Martin translation theorem

Cited in

(3)

• A simple formula for conditional Wiener integrals with applications
• scientific article; zbMATH DE number 3849540 (Why is no real title available?)
• scientific article; zbMATH DE number 3955298 (Why is no real title available?)

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