대한수학회보 (Bulletin of the Korean Mathematical Society)
- 제29권2호
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- Pages.301-314
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- 1992
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- 1015-8634(pISSN)
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- 2234-3016(eISSN)
A sequential approach to conditional wiener integrals
- Chang, Seung-Jun (Department of Mathematics, Sogang University) ;
- Kang, Si-Ho (Department of Mathematics, Sook Myung Womans University)
- 발행 : 1992.08.01
초록
In this paper, motivated by [1] and [7] we give a sequential definition of conditional Wiener integral and then use this definition to evaluate conditional Wiener integral of several functions on C [0, T]. The sequential definition is defined as the limit of a sequence of finite dimensional Lebesgue integrals. Thus the evaluation of conditional Wiener integrals involves no integrals in function space [cf, 5].
키워드