Proceedings of the American Mathematical Society

ISSN 1088-6826(online) ISSN 0002-9939(print)



Linear transformations of Wiener integrals

Authors: Chull Park and David Skoug
Journal: Proc. Amer. Math. Soc. 116 (1992), 445-456
MSC: Primary 46G12; Secondary 28C20
MathSciNet review: 1107274
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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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Keywords: Gaussian measure, Wiener measure, Radon-Nikodym derivative, linear transformation, conditional Wiener integral
Article copyright: © Copyright 1992 American Mathematical Society