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http://dx.doi.org/10.4134/BKMS.2014.51.6.1561

CONDITIONAL TRANSFORM WITH RESPECT TO THE GAUSSIAN PROCESS INVOLVING THE CONDITIONAL CONVOLUTION PRODUCT AND THE FIRST VARIATION  

Chung, Hyun Soo (Department of Mathematics Dankook University)
Lee, Il Yong (Department of Mathematics Dankook University)
Chang, Seung Jun (Department of Mathematics Dankook University)
Publication Information
Bulletin of the Korean Mathematical Society / v.51, no.6, 2014 , pp. 1561-1577 More about this Journal
Abstract
In this paper, we define a conditional transform with respect to the Gaussian process, the conditional convolution product and the first variation of functionals via the Gaussian process. We then examine various relationships of the conditional transform with respect to the Gaussian process, the conditional convolution product and the first variation for functionals F in $S_{\alpha}$ [5, 8].
Keywords
Brownian motion process; Wiener integral; Gaussian process; conditional convolution product; simple formula; conditional transform with respect to Gaussian process;
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