The inner product of path space measures corresponding to random processes with independent increments
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- 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
Additional Information
- Journal: Bull. Amer. Math. Soc. 78 (1972), 268-271
- MSC (1970): Primary 28A40, 60G30, 60J30; Secondary 60B05, 60G20
- DOI: https://doi.org/10.1090/S0002-9904-1972-12952-5
- MathSciNet review: 0290453