Integrating Path-Dependent Functionals on Yeh-Wiener Space

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 Ca,b[0,T]. This extends some interesting results of R.H. Cameron and D.A> Storvick.

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Document Details

Document Type
Technical Report
Publication Date
Aug 07, 2014
Accession Number
AD1015247

Entities

People

  • David Skoug
  • Ian Pierce

Organizations

  • United States Air Force Academy

Tags

DTIC Thesaurus Topics

  • Integrals
  • Space Communications

Fields of Study

  • Mathematics

Readers

  • Statistical inference.

Technology Areas

  • Space