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CONDITIONAL TRANSFORM WITH RESPECT TO THE GAUSSIAN PROCESS INVOLVING THE CONDITIONAL CONVOLUTION PRODUCT AND THE FIRST VARIATION
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 Title & Authors
CONDITIONAL TRANSFORM WITH RESPECT TO THE GAUSSIAN PROCESS INVOLVING THE CONDITIONAL CONVOLUTION PRODUCT AND THE FIRST VARIATION
Chung, Hyun Soo; Lee, Il Yong; Chang, Seung Jun;
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 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 [5, 8].
 Keywords
Brownian motion process;Wiener integral;Gaussian process;conditional convolution product;simple formula;conditional transform with respect to Gaussian process;
 Language
English
 Cited by
1.
Series expansions of the transform with respect to the Gaussian process, Integral Transforms and Special Functions, 2015, 26, 4, 246  crossref(new windwow)
2.
Generalized conditional transform with respect to the Gaussian process on function space, Integral Transforms and Special Functions, 2015, 26, 12, 925  crossref(new windwow)
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