Evaluation formulas for conditional abstract wiener integrals
作者:
Dong Myung Chung,
Soon Ja Kang,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1989)
卷期:
Volume 7,
issue 2
页码: 125-144
ISSN:0736-2994
年代: 1989
DOI:10.1080/07362998908809173
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
In this paper we consider abstract Wiener space version of conditional Wiener integrals and establish formulas for evaluating conditional abstract Wiener integrals for various classes of functions on an abstract Wiener space. We then apply our formulas to evaluate certain Wiener integrals and conditional Wiener and Yeh-Wiener integrals
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