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An analogue of Wiener measure and its applications
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Abstract
In this note, we establish a translation theorem in an analogue ofWiener space (C[0,t],omega_varphi ) and find formulas for theconditional omega_varphi-integral given by the condition X(x)= (x(t_0 ), x(t_1 ) , cdots , x(t_n )) which is thegeneralization of Chang and Chang's results in 1984. Moreover, weprove a translation theorem for the conditionalomega_varphi-integral.
관련 논문AI추천
Stochastic Calculus for Analogue of Wiener Process김재희, 임만규한국수학교육학회 · 이론수학과 교직수학2007 · 제14권 제4호The Transformation Theorem on Analogue of Wiener Space임만규한국수학교육학회 · 이론수학과 교직수학2007 · 제14권 제4호A change of scale formula for Wiener integrals of unbounded functions II유일, 김병수, 송특섭대한수학회 · 대한수학회논문집2006 · 제21권 제1호Change of scale formulas for Wiener integral over paths in abstract Wiener space김병수, 김태수대한수학회 · 대한수학회논문집2006 · 제21권 제1호On the Hausdorff measure for a trajectory of a Brownian motion in l_2Nhansook Cho대한수학회 · 대한수학회논문집2002 · 제17권 제1호A Change of scale formula for conditional Wiener integrals on classical Wiener space유일, 김병수, 송택섭, 장건수, 조동현대한수학회 · 대한수학회지2007 · 제44권 제4호
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