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 |
|---|---|
| Pages (from-to) | 573-586 |
| Number of pages | 14 |
| Journal | 한국수학논문집 |
| Volume | 24 |
| Issue number | 3 |
| DOIs | |
| State | Published - Sep 2016 |