EVALUATION OF SOME CONDITIONAL ABSTRACT WIENER INTEGRALS

Let (H, B, .nu.) be an abstract Wiener space where H is a separable Hilbert space with the inner product <.,.> and the norm vertical bar . vertical bar=.root.<.,.>, which is densely and continuously imbedded into a separable Banach space B with the norm ∥.∥ , and .nu. is a probability measure on the Borel .sigma.-algebra B(B) of B which satisfies (Fig.) where $B^{*}$ is the topological dual of B and (.,.) is the natural dual pairing between B and $B^{*}$. We will regard $B^{*}$.contnd.H.contnd.B in the natural way. Thus we have =(y, x) for all y in $B^{*}$ and x in H. Let $R^{n}$ and C denote the n-dimensional Euclidean space and the complex numbers respectively.ctively.