Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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MODIFIED CONDITIONAL YEH-WIENER INTEGRAL WITH VECTOR-VALUED CONDITIONING FUNCTION

  • Published : 2001.01.01
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Abstract

In this paper we introduce the modified conditional Yeh-Wiener integral. To do so, we first treat the modified Yeh-Wiener integral. And then we obtain the simple formula for the modified conditional Yeh-Wiener integral and valuate the modified conditional Yeh-Wiener integral for certain functional using the simple formula obtained. Here we consider the functional using the simple formula obtained. Here we consider the functional on a set of continuous functions which are defined on various regions, for example, triangular, parabolic and circular regions.

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References

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