Abstract
We study the conditional integral transforms and conditional convolutions of functionals defined on K[0, T]. We consider a general vector-valued conditioning functions $X_k(x)=({\gamma}_1(x),{\ldots},{\gamma}_k(x))$ where ${\gamma}_j(x)$ are Gaussian random variables on the Wiener space which need not depend upon the values of x at only finitely many points in (0, T]. We then obtain several relationships and formulas for the conditioning functions that exist among conditional integral transform, conditional convolution and first variation of functionals in $E_{\sigma}$.
Original language | English |
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Pages (from-to) | 573-586 |
Number of pages | 14 |
Journal | 한국수학논문집 |
Volume | 24 |
Issue number | 3 |
DOIs | |
State | Published - Sep 2016 |