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Showing 1 to 2 of 2 for “"Wiener measure"”.
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Optimal parameter adaptive estimation of stochastic processes
… specific structure of the product probability measure for this problem. It is shown that this Radon-Nikodym derivative can be expressed in terms of the Radon-Nikodym derivatives of measures induced by the random processes in the collection with respect to Wiener measure. By using the recent …
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Path integrals on manifolds with boundary and their asymptotic expansions
It is "scientific folklore" coming from physical heuristics that solutions to the heat equation on a Riemannian manifold can be represented by a path integral. However, the problem with such path integrals is that they are notoriously ill-defined. One way to make them rigorous (which is often …