Generalized conditional Yeh-Wiener integral (Q812488)

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.