Stochastic Analysis and Applications · 1989 · 14 citations · 13 references
Natural SciencesComputer ScienceProbability TheoryStochastic ProcessesConditional ProbabilityIntegral EquationsStochastic CalculusStochastic Integrals
In this paper we consider abstract Wiener space version of conditional Wiener integrals and establish formulas for evaluating conditional abstract Wiener integrals for various classes of functions on an abstract Wiener space. We then apply our formulas to evaluate certain Wiener integrals and conditional Wiener and Yeh-Wiener integrals
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Integral equations and their applications
Choice Reviews Online · 2008 · 509 citations
Tensor algebras over Hilbert spaces. I
I. E. Segal · Transactions of the American Mathematical Society · 1956 · 352 citations · Full text