THE SIMPLE FORMULA OF CONDITIONAL EXPECTATION ON ANALOGUE OF WIENER MEASURE

DOI10.5831/HMJ.2008.30.4.723MaRDI QIDQ3397425zbMATH OpenFDO

Authors Kun Sik Ryu

Publication date 22 September 2009

Published in Honam Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5831/HMJ.2008.30.4.723

zbMATH Keywords

analogue of Wiener measureconditional expectationsimple formula of conditional expectation

Mathematics Subject Classification ID

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

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