Mathematics, Department of
Department of Mathematics: Faculty Publications
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Document Type
Article
Date of this Version
12-15-2014
Citation
U.S. Government Work
Abstract
Denote by Ca,b(Q) the generalized two-parameter Yeh-Wiener space with associated Gaussian measure. We investigate several scenarios in which integrals of functionals on this space can be reduced to integrals of related functionals over an appropriate single-parameter generalized Wiener space Cˆa,ˆb[0, T ]. This extends some interesting results of R. H. Cameron and D. A. Storvick.
Comments
Communications in Applied Analysis 19 (2015), 643–658