Indefinite quadratic functionals of gaussian processes and least-action paths

Terence Chan

Annales de l'I.H.P. Probabilités et statistiques (1991)

  • Volume: 27, Issue: 2, page 239-271
  • ISSN: 0246-0203

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Chan, Terence. "Indefinite quadratic functionals of gaussian processes and least-action paths." Annales de l'I.H.P. Probabilités et statistiques 27.2 (1991): 239-271. <http://eudml.org/doc/77407>.

@article{Chan1991,
author = {Chan, Terence},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Laplace transform; quadratic functionals; Gaussian processes; spectral theorem; random harmonic oscillator},
language = {eng},
number = {2},
pages = {239-271},
publisher = {Gauthier-Villars},
title = {Indefinite quadratic functionals of gaussian processes and least-action paths},
url = {http://eudml.org/doc/77407},
volume = {27},
year = {1991},
}

TY - JOUR
AU - Chan, Terence
TI - Indefinite quadratic functionals of gaussian processes and least-action paths
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1991
PB - Gauthier-Villars
VL - 27
IS - 2
SP - 239
EP - 271
LA - eng
KW - Laplace transform; quadratic functionals; Gaussian processes; spectral theorem; random harmonic oscillator
UR - http://eudml.org/doc/77407
ER -

References

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  1. [1] J. Bognár, Infinite Inner Product Spaces, Ergebnisse der Mathematik und ihre Grenzgebiete, Vol. 78, Springer-Verlag1974. Zbl0286.46028MR467261
  2. [2] R.H. Cameron and W.T. Martin, Formulae for the Wiener Integral Under a Class of Linear Transformations, Trans. Am. Math. Soc., Vol. 58, No. 2, 1945. MR13240
  3. [3] C. Donati-Martin and M. Yor, Fubini's Theorem for Double Wiener Integrals and the Variance of the Brownian Path, Ann. Inst. H. Poincaré (Prob. Stat.), Vol. 27, No. 2, 1991, pp. 181-200. Zbl0738.60074MR1118933
  4. [4] D. Elworthy and A. Truman, Feynman Maps, Cameron-Martin Formulae and Anharmonic Oscillators, Ann. Inst. H. Poincaré (Phys. théor.), Vol. 41, No. 2, 1984. Zbl0578.28013MR769152
  5. [5] I.C. Gohberg and M.G. Krein, Introduction to the Theory of Linear Nonselfadjoint Operators, Translations of Mathematical Monographs, No. 18, American Mathematical Society, 1969. Zbl0181.13504MR246142
  6. [6] J. Jacod and A.N. Shiryaev, Limit Theorems for Stochastic Processes, Grundlehren der mathematischen Wissenschaften, Vol. 288, Springer-Verlag, 1987. Zbl0635.60021MR959133
  7. [7] K. Jansons, T. Chan and L.C.G. Rogers, Polymers in Elongational Flows (in preparation). Zbl0790.60057
  8. [8] E.C. Titchmarsh, The Theory of Functions, 2nd edition, Oxford University Press, 1939. Zbl0022.14602MR197687JFM65.0302.01

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