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20132021
most citedAnalytic Fourier--Feynman transforms and convolution type operations associated with Gaussian processes on Wiener space

5 citations · 6 across the 11 of their papers we have counts for

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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…