A change of scale formula for Wiener integrals of cylinder functions on the abstract Wiener space. II.
Kim, Young Sik (2001)
International Journal of Mathematics and Mathematical Sciences
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Kim, Young Sik (2001)
International Journal of Mathematics and Mathematical Sciences
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Kim, Young Sik (1998)
International Journal of Mathematics and Mathematical Sciences
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Chang, Seung Jun, Kang, Soon Ja, Skoug, David (2000)
International Journal of Mathematics and Mathematical Sciences
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Kun Soo Chang, Dong Hyun Cho, Il Yoo (2004)
Czechoslovak Mathematical Journal
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In this paper, we introduce a simple formula for conditional Wiener integrals over , the space of abstract Wiener space valued continuous functions. Using this formula, we establish various formulas for a conditional Wiener integral and a conditional Feynman integral of functionals on in certain classes which correspond to the classes of functionals on the classical Wiener space introduced by Cameron and Storvick. We also evaluate the conditional Wiener integral and conditional Feynman...
Moxnes, John F., Hausken, Kjell (2010)
Advances in Mathematical Physics
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Skoug, D.L. (1974)
Portugaliae mathematica
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Chang, Seung Jun, Choi, Jae Gil (2002)
International Journal of Mathematics and Mathematical Sciences
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Angus Macintyre, David Marker (1997)
Revista Matemática de la Universidad Complutense de Madrid
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We show that log is needed to eliminate quantifiers in the theory of the real numbers with restricted analytic functions and exponentiation.
Čanak, Miloš, Protić, Ljubomir (2001)
Matematichki Vesnik
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François Bolley (2010)
ESAIM: Probability and Statistics
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We consider the approximation of a mean field stochastic process by a large interacting particle system. We derive non-asymptotic large deviation bounds measuring the concentration of the empirical measure of the paths of the particles around the law of the process. The method is based on a coupling argument, strong integrability estimates on the paths in Hölder norm, and a general concentration result for the empirical measure of identically distributed independent paths. ...