CONDITIONAL GENERALIZED WIENER MEASURES

  • Published : 1991.08.01

Abstract

In this paper we define the conditional generalized Wiener measure and then express the conditional generalized Wiener integral over this new measure. In particular we consider a conditional expectation of functionals of the generalized Brownian paths under the condition that the paths pass through the given points .xi.$_{1}$, .xi.$_{2}$, .., .xi.$_{n}$ at times t$_{1}$, t$_{2}$, .., t$_{n}$, respectively.ely.

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