• Title/Summary/Keyword: Dirichilet's integral

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AN INTEGRATION FORMULA FOR ANALOGUE OF WIENER MEASURE AND ITS APPLICATIONS

  • Ryu, Kun Sik
    • Journal of the Chungcheong Mathematical Society
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    • v.23 no.4
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    • pp.711-720
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    • 2010
  • In this note, we will establish the integration formulae for functionals such as $F(x)=\prod_{j=1}^{n}\;x(s_j)^2$ and $G(x)=\exp\{{\lambda}{\int}_{0}^{t}\;x(s)^2dm_L(s)\}$ in the analogue of Wiener measure space and using our formulae, we will derive some formulae for series.