arXiv:1409.5633 Abstract | arXiv Analytics

arXiv:1409.5633 [math.PR]Abstract References Reviews Resources

The Gaussian Radon Transform in Classical Wiener Space

Published 2014-09-19Version 1

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.

Categories: math.PR, math.FA

Keywords: gaussian radon transform, classical wiener space, determine explicit formulas, fock space decomposition, brownian motion

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