• Title/Summary/Keyword: conditional transform with respect to Gaussian process

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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
    • Bulletin of the Korean Mathematical Society
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    • v.51 no.6
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    • pp.1561-1577
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    • 2014
  • 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].