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EVALUATION FORMULAS FOR AN ANALOGUE OF CONDITIONAL ANALYTIC FEYNMAN INTEGRALS OVER A FUNCTION SPACE
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 Title & Authors
EVALUATION FORMULAS FOR AN ANALOGUE OF CONDITIONAL ANALYTIC FEYNMAN INTEGRALS OVER A FUNCTION SPACE
Cho, Dong-Hyun;
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 Abstract
Let [0,t] be the function space of the vector-valued continuous paths x : [0,t] and define : [0,t] and : [0,t] by = (x(), x(), ..., x(), x()) and (x) = (x(), x(), ..., x()), respectively, where 0 = < < ... < = t. In the present paper, with the conditioning functions and , we introduce two simple formulas for the conditional expectations over [0,t], an analogue of the r-dimensional Wiener space. We establish evaluation formulas for the analogues of the analytic Wiener and Feynman integrals for the function , where and are the Fourier-Stieltjes transforms of the complex Borel measures on . Using the simple formulas, we evaluate the analogues of the conditional analytic Wiener and Feynman integrals of the functional G.
 Keywords
analogue of Wiener measure;conditional Feynman integral;conditional Wiener integral;simple formula for conditional Wiener integral;Wiener space;Wiener integration formula;
 Language
English
 Cited by
 References
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