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Generalized conditional Yeh-Wiener integrals for the sample path-valued conditioning function

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The purpose of this paper is to treat the generalized conditional Yeh-Wiener integral for the sample path-valued conditioning function. As a special case of our results, we obtain the results in [6].

Abstract

The purpose of this paper is to treat the generalized conditional Yeh-Wiener integral for the sample path-valued conditioning function. As a special case of our results, we obtain the results in [6].

참고문헌 (8)

  1. J. S. Chang, "Modified conditional Yeh-Wiener integral with vector-valued condi-tioning function", J. Korean Math. Soc, 38, pp.49~59 (2001)
  2. J. S. Chang, "A note on the modified conditional Yeh-Wiener integral", Comm. Korean Math. Soc, 16, pp.627~635 (2001)
  3. J. S. Chang, "Generalized conditional Yeh-Wiener integral", Rocky Mountain J. Math, 35, pp.1099~1114 (2005)
  4. K. S. Chang, "An evaluation of conditional Yeh-Wiener integrals", Pacific J. Math, 124, pp.107~117 (1986)
  5. C. Park, "Conditional Yeh-Wiener integrals with vector-valued conditioning functions", Proc. Amer. Math. Soc, 105, pp.450~461 (1989)
  6. C. Park, "Sample path-valued conditional Yeh-Wiener integrals and a Wiener integral equation", Proc. Amer. Math. Soc, 115, pp.479~487 (1992)
  7. C. Park, "Multiple path-valued conditional Yeh-Wiener integrals", Proc. Amer. Math. Soc, 124, pp.2029~2039 (1996)
  8. C. Park, "Boundary-valued conditional Yeh-Wiener integrals and a Kac-Feynman Wiener integral equation", J. Korean Math. Soc, 33, pp.763~775 (1996)

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