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Translation theorem of conditional Yeh-Wiener integrals
Journal of Discrete Mathematical Sciences and Cryptography, 2000Abstract In this paper, we introduce conditional Yeh-Wiener integrals for generalized conditioning functions including vector-valued functions. And also we establish a generalized Cameron-Martin type translation theorem for these conditional Yeh-Wiener integrals.
Kun Soo Chang, Sunkyung Kim, II Yoo
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