An evaluation of the conditional Yeh-Wiener integral

DOI10.2140/pjm.1986.124.107zbMath0577.28011OpenAlexW2002551410MaRDI QIDQ1065958

Jae Moon Ahn, Kun Soo Chang, Joo Sup Chang

Publication date: 1986

Published in: Pacific Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2140/pjm.1986.124.107

zbMATH Keywords

conditional Yeh-Wiener integralYeh-Wiener space

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (8)

Generalized conditional Yeh-Wiener integrals and a Wiener integral equation ⋮ Multiple path-valued conditional Yeh-Wiener integrals ⋮ Sample Path-Valued Conditional Yeh-Wiener Integrals and a Wiener Integral Equation ⋮ GENERALIZED CONDITIONAL YEH-WIENER INTEGRALS FOR THE SAMPLE PATH-VALUED CONDITIONING FUNCTION ⋮ Grid-valued conditional Yeh-Wiener integrals and a Kac-Feynman Wiener integral equation ⋮ Conditional Yeh-Wiener Integrals with Vector-Valued Conditioning Functions ⋮ MEASURE INDUCED BY THE PARTITION OF THE GENERAL REGION ⋮ Generalized conditional Yeh-Wiener integral

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