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AN ANALOGUE OF WIENER MEASURE AND ITS APPLICATIONS

  • Im, Man-Kyu ;
  • Ryu, Kun-Sik
  • Published : 2002.09.01

Abstract

In this note, we establish a translation theorem in an analogue of Wiener space (C[0,t],$\omega$$\phi$) and find formulas for the conditional $\omega$$\phi$-integral given by the condition X(x) = (x(to), x(t$_1$),…, x(t$_{n}$)) which is the generalization of Chang and Chang's results in 1984. Moreover, we prove a translation theorem for the conditional $\omega$$\phi$-integral.l.

Keywords

analogue of Wiener measure;translation theorem;conditional $\omega$$\phi$-integral

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