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
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