Title of article :
INTEGRATION FORMULAS FOR THE CONDITIONAL TRANSFORM INVOLVING THE FIRST VARIATION
Author/Authors :
LEE, I.Y , CHUNG, H.S , CHANG, S.J
Pages :
13
From page :
771
To page :
783
Abstract :
Abstract. In this paper, we show that the conditional transform with respect to the Gaussian process involving the rst variation can be ex- pressed in terms of the conditional transform without the rst variation. We then use this result to obtain various integration formulas involving the conditional ⋄-product and the First variation.
Keywords :
conditional transform with respect to Gaussian process , simple formula , Gaussian process , Brownian motion process , First variation , Conditional product
Journal title :
Astroparticle Physics
Serial Year :
2015
Record number :
2423737
Link To Document :
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