Transformations and quadratic forms on Wiener spaces
Probability
2024-04-04 v1
Abstract
Two-way relationships between transformations and quadratic forms on Wiener spaces are investigated with the help of change of variables formulas on Wiener spaces. Further the evaluation of Laplace transforms of quadratic forms via Riccati or linear second order ODEs will be shown.
Cite
@article{arxiv.2404.02401,
title = {Transformations and quadratic forms on Wiener spaces},
author = {Setsuo Taniguchi},
journal= {arXiv preprint arXiv:2404.02401},
year = {2024}
}