The inner product of path space measures corresponding to random processes with independent increments

Newman, Charles M.

doi:10.1090/S0002-9904-1972-12952-5

Bulletin of the American Mathematical Society

The Bulletin publishes expository articles on contemporary mathematical research, written in a way that gives insight to mathematicians who may not be experts in the particular topic. The Bulletin also publishes reviews of selected books in mathematics and short articles in the Mathematical Perspectives section, both by invitation only.

ISSN 1088-9485 (online) ISSN 0273-0979 (print)

The 2020 MCQ for Bulletin of the American Mathematical Society is 0.84.

What is MCQ? The Mathematical Citation Quotient (MCQ) measures journal impact by looking at citations over a five-year period. Subscribers to MathSciNet may click through for more detailed information.

The inner product of path space measures corresponding to random processes with independent increments
HTML articles powered by AMS MathViewer

by Charles M. Newman PDF

Bull. Amer. Math. Soc. 78 (1972), 268-271

References

R. H. Cameron and W. T. Martin, Transformations of Wiener integrals under translations, Ann. of Math. (2) 45 (1944), 386–396. MR 10346, DOI 10.2307/1969276
R. H. Cameron and W. T. Martin, The behavior of measure and measurability under change of scale in Wiener space, Bull. Amer. Math. Soc. 53 (1947), 130–137. MR 19259, DOI 10.1090/S0002-9904-1947-08762-0
A. V. Skorohod, Issledovaniya po teorii sluchaĭ nykh protsessov (Stokhasticheskie differentsial′nye uravneniya i predel′nye teoremy dlya protsessov Markova), Izdat. Kiev. Univ., Kiev, 1961 (Russian). MR 0185619