Date of this Version
U.S. Government Work
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.