The Gaussian Radon Transform in Classical Wiener Space
Probability
2014-09-22 v1 Functional Analysis
Abstract
We study the Gaussian Radon transform in the classical Wiener space of Brownian motion. We determine explicit formulas for transforms of Brownian functionals specified by stochastic integrals. A Fock space decomposition is also established for Gaussian measure conditioned to closed affine subspaces in Hilbert spaces.
Keywords
Cite
@article{arxiv.1409.5633,
title = {The Gaussian Radon Transform in Classical Wiener Space},
author = {Irina Holmes and Ambar N. Sengupta},
journal= {arXiv preprint arXiv:1409.5633},
year = {2014}
}