Generalized conditional Yeh-Wiener integral

DOI10.1216/RMJM/1181069677MaRDI QIDQ812488zbMATH OpenOpenAlexFDO

Authors Joo Sup Chang, Joong Hyun Ahn

Publication date 24 January 2006

Published in Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1216/rmjm/1181069677

zbMATH Keywords

quasi-polyhedric functionYeh-Wiener integral

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Brownian motion (60J65)

Review text

The article is devoted to a generalized conditional Yeh-Wiener integral. This integral includes as particular cases the conditional integral and the modified conditional integral of Yeh and Wiener. It is constructed on the space of continuous functions of two variables on a domain. This domain is taken in a two dimensional Euclidean space defined with the help of a monotone nonincreasing nonegative function on a segment. Then theorems about properties of this integral are proved. In particular, the generalized Yeh-Wiener integral for the functional containing a generalized quasi-polyhedric function is considered.

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Cites work

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• Conditional Yeh-Wiener Integrals with Vector-Valued Conditioning Functions
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• scientific article; zbMATH DE number 22251 (Why is no real title available?)
• scientific article; zbMATH DE number 3070787 (Why is no real title available?)
• Inversion of conditional expectations
• Inversion of conditional Wiener integrals
• Modified conditional Yeh-Wiener integral with vector-valued conditioning function
• Wiener Measure in a Space of Functions of Two Variables

Cited in

(8)

• scientific article; zbMATH DE number 3849540 (Why is no real title available?)
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• Conditional Yeh-Wiener Integrals with Vector-Valued Conditioning Functions
• Multiple path-valued conditional Yeh-Wiener integrals
• MEASURE INDUCED BY THE PARTITION OF THE GENERAL REGION
• Generalized conditional Yeh-Wiener integrals for the sample path-valued conditioning function
• scientific article; zbMATH DE number 2237615 (Why is no real title available?)
• Modified conditional Yeh-Wiener integral with vector-valued conditioning function

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