Publisher : Department of Mathematics, Kyungpook National University
DOI : 10.5666/KMJ.2012.52.4.413
Title & Authors
Conditional Integral Transforms on a Function Space Cho, Dong Hyun;
Let be the function space of the vector-valued continuous paths and define and by and , respectively, where < < < . In the present paper, using two simple formulas for the conditional expectations over with the conditioning functions and , we establish evaluation formulas for the analogue of the conditional analytic Fourier-Feynman transform for the function of the form where is a complex Borel measure on [0, t] and both and are the Fourier-Stieltjes transforms of the complex Borel measures on .
Analogue of Wiener measure;Conditional Feynman integral;Conditional Fourier-Feynman transform;Conditional Wiener integral;Simple formula for conditional Wiener integral;
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