2017
Том 69
№ 9

All Issues

Some Transformations of Multiple Weiner Integrals

Kovalchik I. M.

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Abstract

In the present paper the author determines multiple Wiener integrals using the determination of an ordinary Wiener integral as an abstract Le-besgue integral. Moreover, the author examines the transformation of multiple Wiener integrals under a general class of linear homogeneous transformations (1), transformations (lfi) and combined transformations (18),generalizing corresponding theorems of R. H. Cameron and W.T. Martin. Corresponding transformation formulae are given — (5), (17), (19).

Citation Example: Kovalchik I. M. Some Transformations of Multiple Weiner Integrals // Ukr. Mat. Zh. - 1960. - 12, № 1. - pp. 25-31.

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