AN ANALOGUE OF WIENER MEASURE AND ITS APPLICATIONS

Title & Authors
AN ANALOGUE OF WIENER MEASURE AND ITS APPLICATIONS
Im, Man-Kyu; Ryu, Kun-Sik;

Abstract
In this note, we establish a translation theorem in an analogue of Wiener space (C[0,t],$\small{\omega}$$\small{\phi}$) and find formulas for the conditional $\small{\omega}$$\small{\phi}$-integral given by the condition X(x) ＝ (x(to), x(t$\small{_1}$),…, x(t$\small{_{n}}$)) which is the generalization of Chang and Chang's results in 1984. Moreover, we prove a translation theorem for the conditional $\small{\omega}$$\small{\phi}$-integral.l.
Keywords
analogue of Wiener measure;translation theorem;conditional $\small{\omega}$$\small{\phi}$-integral;
Language
English
Cited by
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EVALUATION FORMULAS FOR AN ANALOGUE OF CONDITIONAL ANALYTIC FEYNMAN INTEGRALS OVER A FUNCTION SPACE, Bulletin of the Korean Mathematical Society, 2011, 48, 3, 655
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EVALUATION E(exp(∫0th(s)dx(s)) ON ANALOGUE OF WIENER MEASURE SPACE, Honam Mathematical Journal, 2010, 32, 3, 441
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THE SIMPLE FORMULA OF CONDITIONAL EXPECTATION ON ANALOGUE OF WIENER MEASURE, Honam Mathematical Journal, 2008, 30, 4, 723
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THE ROTATION THEOREM ON ANALOGUE OF WIENER SPACE, Honam Mathematical Journal, 2007, 29, 4, 577
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THE TRANSLATION THEOREM ON THE GENERALIZED ANALOGUE OF WIENER SPACE AND ITS APPLICATIONS, Journal of the Chungcheong Mathematical Society , 2013, 26, 4, 735
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Conditional Integral Transforms on a Function Space, Kyungpook mathematical journal, 2012, 52, 4, 413
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CONDITIONAL FOURIER-FEYNMAN TRANSFORMS AND CONVOLUTIONS OF UNBOUNDED FUNCTIONS ON A GENERALIZED WIENER SPACE, Journal of the Korean Mathematical Society, 2013, 50, 5, 1105
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