Generalized Integral Transforms via the Series Expressions
From the change of variable formula on the Wiener space, we calculate various integral transforms for functionals on the Wiener space. However, not all functionals can be obtained by using this formula. In the process of calculating the integral transform introduced by Lee, this formula is also used...
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Format: | Article |
Language: | English |
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MDPI AG
2020-04-01
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Series: | Mathematics |
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Online Access: | https://www.mdpi.com/2227-7390/8/4/539 |