• [1] R. H. Cameron and W. T. Martin, Transformations of Wiener integrals under translations, Ann. of Math. (2) 45 (1944), 386–396. MR 0010346 (6,5f)
• [2] Earl A. Coddington and Norman Levinson, Theory of ordinary differential equations, McGraw-Hill Book Company, Inc., New York-Toronto-London, 1955. MR 0069338 (16,1022b)
• [3] R. Courant and D. Hilbert, Methods of mathematical physics. Vol. I, Interscience Publishers, Inc., New York, N.Y., 1953. MR 0065391 (16,426a)
• [4] J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Limited, London, 1953. MR 0058896 (15,445b)
• [5] A. Erdélyi, Asymptotic expansions, Dover Publications, Inc., New York, 1956. MR 0078494 (17,1202c)
• [6] P. Erdös and M. Kac, On certain limit theorems of the theory of probability, Bull. Amer. Math. Soc. 52 (1946), 292–302. MR 0015705 (7,459b), http://dx.doi.org/10.1090/S0002-9904-1946-08560-2
• [7] Vito Volterra, Theory of functionals and of integral and integro-differential equations, With a preface by G. C. Evans, a biography of Vito Volterra and a bibliography of his published works by E. Whittaker, Dover Publications, Inc., New York, 1959. MR 0100765 (20 #7193)
• [8] Norbert Wiener, Generalized harmonic analysis, Acta Math. 55 (1930), no. 1, 117–258. MR 1555316, http://dx.doi.org/10.1007/BF02546511

Bibliography

[1]

R. H. Cameron and W. T. Martin, Transformations of Wiener integrals under translations, Ann. of Math. 45 1955, 386-396. MR 0010346 (6:5f)

[2]

E. A. Coddington and N. Levinson, Theory of ordinary differential equations, McGraw-Hill, New York, 1955, p. 10. MR 0069338 (16:1022b)

[3]

R. Courant and D. Hilbert, Methods of mathematical physics, Vol. 1, Interscience, New York, 1953, p. 210. MR 0065391 (16:426a)

[4]

J. L. Doob, Stochastic processes, Wiley, New York, 1953. MR 0058896 (15:445b)

[5]

A. Erdélyí, Asymptotic expansions, Dover, New York, 1956, pp. 36-39. MR 0078494 (17:1202c)

[6]

P. Erdös and M. Kac, On certain limit theorems of the theory of probability, Bull. Amer. Math. Soc. 52 (1946), 292-302. MR 0015705 (7:459b)

[7]

V. Volterra, Theory of functionals and of integral and integro-differential equations, Dover, New York, 1959, pp. 25-26. MR 0100765 (20:7193)

[8]

N. Wiener, Generalized harmonic analysis, Acta Math. 55 (1930), 117-258. MR 1555316