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The Bartle integral and the conditional Wiener integral on$C[0,t]$

류근식|임만규
대한수학회 (The Korean Mathematical Society)|2004.10|대한수학회논문집 (Communications of the KMS)|제19권 제4호|pp. 643-660

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키워드

Bartle integralthe conditional Wiener integral
주제분류수학

초록

In this paper, we give a new formula between the con- ditional Wiener integral E(FjX), the conditional Wiener integral of F given X, and the integral with respect to a measure-valued mea- sure, a kind of Bartle integral. Using this formula, we give some examples of evaluation of E(FjX).

Abstract

In this paper, we give a new formula between the con- ditional Wiener integral E(FjX), the conditional Wiener integral of F given X, and the integral with respect to a measure-valued mea- sure, a kind of Bartle integral. Using this formula, we give some examples of evaluation of E(FjX).

참고문헌 (8)

  1. "Evaluation of some conditional Wiener integrals", 21, pp.99~106 (1984)
  2. "The Feynman integral and Feynman's oper-ational calculus" (2000), Oxford Univ. Press
  3. "Integration with respect to vector measure", pp.165~ (1970)
  4. "A simple formula for conditional Wiener integrals withapplications", pp.394~ (1988)
  5. "A measure-valued analogue of Wiener measure and themeasure-valued Feynman-Kac formula", 354(12), pp.4921~4951 (2002)
  6. "An analogue of Wiener measure and its applications", 39(5), pp.801~819 (2002)
  7. "Inversion of conditional expectations", pp.640~ (1974)
  8. "Inversion of conditional Wiener integrals", pp.638~ (1975)

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