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THE SIMPLE FORMULA OF CONDITIONAL EXPECTATION ON ANALOGUE OF WIENER MEASURE
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  • Journal title : Honam Mathematical Journal
  • Volume 30, Issue 4,  2008, pp.723-732
  • Publisher : The Honam Mathematical Society
  • DOI : 10.5831/HMJ.2008.30.4.723
 Title & Authors
THE SIMPLE FORMULA OF CONDITIONAL EXPECTATION ON ANALOGUE OF WIENER MEASURE
Ryu, Kun-Sik;
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 Abstract
In this note, we establish the uniqueness theorem of conditional expectation on analogue of Wiener measure space for given distributions and prove the simple formula of conditional expectation on analogue of Wiener measure which is essentially similar to Park and Skoug`s formula on the concrete Wiener measure.
 Keywords
analogue of Wiener measure;conditional expectation;simple formula of conditional expectation;
 Language
English
 Cited by
1.
AN INTEGRATION FORMULA FOR ANALOGUE OF WIENER MEASURE AND ITS APPLICATIONS,;

충청수학회지, 2010. vol.23. 4, pp.711-720
1.
Survey of the Theories for Analogue of Wiener Measure Space, Interdisciplinary Information Sciences, 2009, 15, 3, 319  crossref(new windwow)
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