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math.PR2021
Cameron-Storvick theorem associated with Gaussian paths on function space
Jae Gil Choi
The purpose of this paper is to provide a more general Cameron-Storvick theorem for the generalized analytic Feynman integral associated with Gaussian process on a v…
math.PR2017
Wiener integrals with respect to Yeh processes
Jae Gil Choi
We define Wiener integrals with respect to Yeh processes and study their properties. In particular, we obtain the martingale property of the associated stochastic processes and giv…