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2015 Applications to the Cameron--Storvick type theorem with respect to the Gaussian process
Seung Jun Chang, Hyun Soo Chung, Il Yong Lee
Ann. Funct. Anal. 6(2): 11-25 (2015). DOI: 10.15352/afa/06-2-2

Abstract

In this paper, we establish a Cameron--Storvick type theorem with respect to the Gaussian process. We then use this theorem to obtain various integration formulas involving the transform, the $\diamond$-product and the first variation.

Citation

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Seung Jun Chang. Hyun Soo Chung. Il Yong Lee. "Applications to the Cameron--Storvick type theorem with respect to the Gaussian process." Ann. Funct. Anal. 6 (2) 11 - 25, 2015. https://doi.org/10.15352/afa/06-2-2

Information

Published: 2015
First available in Project Euclid: 19 December 2014

zbMATH: 1321.60073
MathSciNet: MR3292511
Digital Object Identifier: 10.15352/afa/06-2-2

Subjects:
Primary: 60J25
Secondary: 28C20 , 46E30

Keywords: $\diamond$-product , Cameron--Storvick type theorem , first variation , Generalized Brownian motion process , translation theorem

Rights: Copyright © 2015 Tusi Mathematical Research Group

Vol.6 • No. 2 • 2015
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