Modified conditional Yeh-Wiener integral with vector-valued conditioning function

DOI10.4134/JKMS.2011.48.1.049MaRDI QIDQ5890191zbMATH OpenFDO

Authors Joo Sup Chang

Publication date 17 April 2001

Published in Journal of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4134/JKMS.2011.48.1.049

zbMATH Keywords

conditional Wiener integralconditional Yeh-Wiener integralmodified conditional Yeh-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)

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(6)

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• Translation theorem of 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
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