Evaluation formulas for conditional function space integrals i

Stochastic Analysis and Applications

Volumn 25, Issue 1, 2007, Pages 141-168

  Chang, Seung Jun ^a   Choi, Jae Gil ^a   Skoug, David ^b  

^a Dankook University   (South Korea)

^b UNIVERSITY OF NEBRASKA LINCOLN   (United States)

Author keywords

Conditional Cameron Martin translation theorem; Conditional function space integral; Function space integral; Generalized Brownian motion process

Indexed keywords

EID: 33845412605     PISSN: 07362994     EISSN: 15329356     Source Type: Journal    
DOI: 10.1080/07362990601052185     Document Type: Article

References (17)

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