Bulletin of the Korean Mathematical Society (대한수학회보)
- Volume 28 Issue 2
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- Pages.147-161
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- 1991
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- 1015-8634(pISSN)
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- 2234-3016(eISSN)
CONDITIONAL GENERALIZED WIENER MEASURES
Abstract
In this paper we define the conditional generalized Wiener measure and then express the conditional generalized Wiener integral over this new measure. In particular we consider a conditional expectation of functionals of the generalized Brownian paths under the condition that the paths pass through the given points .xi.
Keywords