The Gaussian Radon Transform in Classical Wiener Space
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🧮 math.PR
math.FA
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gaussianspacebrownianclassicalradontransformwieneraffine
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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.
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