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학술저널

THE ANALOGUE OF WIENER SPACE WITH VALUES IN ORLICZ SPACE

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Let M be an N-function satis es the 42-condition and let OM be the Orlicz space associated with M. Let C(OM) be the space of all continuous functions de ned on the interval [0; T] with values in OM. In this note, we de ne the analogue of Wiener measure mM on C(OM), establish the Wiener integration formulae for the cylinder functions on C(OM) and give some examples related to our formu-lae.

1. Introduction

2. Preliminaries: de nitions, notations and properties

3. The analogue of Wiener space with values in Orlicz space

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