The Gaussian Radon Transform in Classical Wiener Space

2014/09/19 by Irina Holmes, Holmes, Irina, Ambar N. Sengupta +1
Mathematics · #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR) #math.FA #math.PR

paper · pdf · doi:10.48550/arxiv.1409.5633

arxiv created 2014/09/19 · arxiv updated 2014/09/22

Abstract

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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