Annals of Functional Analysis

Applications to the Cameron--Storvick type theorem with respect to the Gaussian process

Seung Jun Chang, Hyun Soo Chung, and Il Yong Lee

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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.

Article information

Source
Ann. Funct. Anal., Volume 6, Number 2 (2015), 11-25.

Dates
First available in Project Euclid: 19 December 2014

Permanent link to this document
https://projecteuclid.org/euclid.afa/1418997762

Digital Object Identifier
doi:10.15352/afa/06-2-2

Mathematical Reviews number (MathSciNet)
MR3292511

Zentralblatt MATH identifier
1321.60073

Subjects
Primary: 60J25: Continuous-time Markov processes on general state spaces
Secondary: 46E30: Spaces of measurable functions (Lp-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) 28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) [See also 46G12, 58C35, 58D20, 60B11]

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

Citation

Lee, Il Yong; Chung, Hyun Soo; Chang, Seung Jun. Applications to the Cameron--Storvick type theorem with respect to the Gaussian process. Ann. Funct. Anal. 6 (2015), no. 2, 11--25. doi:10.15352/afa/06-2-2. https://projecteuclid.org/euclid.afa/1418997762


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References

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