Representations of Gaussian measures that are equivalent to Wiener measure

2003 ◽  
pp. 81-89 ◽  
Author(s):  
Patrick Cheridito
Keyword(s):  
Wiener Measure ◽  
Gaussian Measures

scholarly journals On Gaussian Measures Equivalent to Wiener Measure II.

1966 ◽  
Vol 18 ◽  
pp. 143 ◽  
Author(s):  
Dale E. Varberg
Keyword(s):  
Wiener Measure ◽  
Gaussian Measures

Polar Decomposition of Wiener Measure and Schwarzian Integrals

2020 ◽  
Vol 41 (4) ◽  
pp. 709-713
Author(s):  
E. T. Shavgulidze ◽  
N. E. Shavgulidze
Keyword(s):  
Polar Decomposition ◽  
Wiener Measure

scholarly journals On the generalized riemann integral and stochastic integral

1976 ◽  
Vol 21 (1) ◽  
pp. 64-71 ◽  
Author(s):  
Tack-Wang Lee
Keyword(s):  
Stochastic Integral ◽  
Wiener Measure ◽  
Riemann Integral ◽  
Set Up

In Lee (submitted), the GW-integral (the generalized Riemann integral using Wiener measure) is defined. The object of this article is to define stochastic integral in the set up given in Lee (submitted). We also investigate the connection between the stochastic integral defined with the Legesgue counter part, the Paley-Wiener-Zygmund integral in Paley, Weiner and Zygmund (1933). Applications of the stochastic integral will be explained elsewhere.

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