Linear transformations of Wiener integrals
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- by Chull Park and David Skoug PDF
- Proc. Amer. Math. Soc. 116 (1992), 445-456 Request permission
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.References
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Additional Information
- © Copyright 1992 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 116 (1992), 445-456
- MSC: Primary 46G12; Secondary 28C20
- DOI: https://doi.org/10.1090/S0002-9939-1992-1107274-8
- MathSciNet review: 1107274