Linear Transformations of Wiener Integrals

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 1992Publisher:JSTORJournal:Proceedings of the American Mathematical Society, volume 116, page 445 (issn: 0002-9939,

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Authors: Park, Chull; Skoug, David;

doi: 10.2307/2159751 , 10.1090/s0002-9939-1992-1107274-8

Linear Transformations of Wiener Integrals

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Abstract

In this paper we obtain a linear transformation theorem in which the Radon-Nikodym derivative is very closely related to the transformation. We also obtain a vector-valued conditional version of this linear transformation theorem.

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University of Nebraska System
United States

Keywords

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.), conditional Wiener integral, Radon-Nikodým derivative, Gauss measure, linear transformation, Wiener measure

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