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CONDITIONAL ABSTRACT WIENER INTEGRALS OF CYLINDER FUNCTIONS
CONDITIONAL ABSTRACT WIENER INTEGRALS OF CYLINDER FUNCTIONS
- 대한수학회
- Bulletin of the Korean Mathematical Society
- Vol.36 No.3
-
1999.01419 - 439 (21 pages)
- 0
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In this paper, we first develop a general formula for evaluating conditional abstract Wiener integrals of cylinder functions. we next use our formula to evaluate the conditional abstract wiener integral of various cylinder functions and then specialize our results to conditional Yeh-Wiener integrals to show that we can obtain the corresponding results by Park and Skoug. We finally obtain a Cameron-Martin translation theorem for conditional abstract Wiener integrals.
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