A sequential approach to conditional wiener integrals

In this paper, motivated by [1] and [7] we give a sequential definition of conditional Wiener integral and then use this definition to evaluate conditional Wiener integral of several functions on C [0, T]. The sequential definition is defined as the limit of a sequence of finite dimensional Lebesgue integrals. Thus the evaluation of conditional Wiener integrals involves no integrals in function space [cf, 5].