The Gaussian Radon transform in classical Wiener space | Zendy

Irina Holmes | Zendy; Ambar N. Sengupta | Zendy

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The Gaussian Radon transform in classical Wiener space

Author(s) -

Irina Holmes,

Ambar N. Sengupta

Publication year - 2014

Publication title -

communications on stochastic analysis

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.224

H-Index - 10

eISSN - 2688-6669

pISSN - 0973-9599

DOI - 10.31390/cosa.8.2.07

Subject(s) - integral representation theorem for classical wiener space , radon , radon transform , gaussian , mathematics , classical wiener space , space (punctuation) , mathematical analysis , statistical physics , physics , computer science , functional integration , wiener process , integral equation , quantum mechanics , operating system

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.

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