APPLICATIONS TO THE CAMERON-STORVICK TYPE THEOREM WITH RESPECT TO THE GAUSSIAN PROCESS

作者：Lee Il Yong; Chung Hyun Soo; Chang Seung Jun^*

来源：Annals of Functional Analysis, 2015, 6(2): 11-25.

DOI：10.15352/afa/06-2-2

• Generalized Brownian motion process
• Cameron-Storvick type theorem
• translation theorem
• lozenge-product
• first variation

In this paper, we establish a Cameron-Storvick type theorem with respect to the Gaussian process. We then use this theorem to obtain various integration formulas involving the transform, the lozenge-product and the first variation.

• 出版日期2015