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The inner product of path space measures corresponding to random processes with independent increments. (English) Zbl 0233.60041


MSC:

60G57 Random measures
60J99 Markov processes
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[1] R. H. Cameron and W. T. Martin, Transformations of Wiener integrals under translations, Ann. of Math. (2) 45 (1944), 386 – 396. · Zbl 0063.00696 · doi:10.2307/1969276
[2] R. H. Cameron and W. T. Martin, The behavior of measure and measurability under change of scale in Wiener space, Bull. Amer. Math. Soc. 53 (1947), 130 – 137. · Zbl 0032.41801
[3] Исследования по теории случайных процессов (Стохастические дифференциал\(^{\приме}\)ные уравнения и предел\(^{\приме}\)ные теоремы для процессов Маркова), Издат. Киев. Унив., Киев, 1961 (Руссиан). А. В. Скороход, Студиес ин тхе тхеоры оф рандом процессес, Транслатед фром тхе Руссиан бы Сцрипта Течница, Инц, Аддисон-Щеслеы Публишинг Цо., Инц., Реадинг, Масс., 1965.
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