A Kac-Feynman integral equation for conditional Wiener integrals (Q1182519)

The authors prove that the conditional Wiener integral, \(E(F\mid x)\), with conditioning function \(X(x)=\int^ t_ 0h(u)dx(u)\), and \(F(x)=\exp\left\{\int^ T_ 0\theta(s,\int^ s_ 0h(u)dx(u))ds\right\}\), satisfies the Kac-Feynman integral equation, where \(x\) is an element of the Wiener space \(C[0,T]\) and \(\theta(.,.):[0,T]\times R\to C\) is a potential function. The class \(F(x)\) contains the very important class of functions in quantum mechanics \(G(x)=\exp\left\{\int^ T_ 0\theta(s,x(s))ds\right\}\).