한국수학교육학회지시리즈B:순수및응용수학 (The Pure and Applied Mathematics)
- 제4권1호
- /
- Pages.47-60
- /
- 1997
- /
- 1226-0657(pISSN)
- /
- 2287-6081(eISSN)
THE PARTIAL DIFFERENTIAL EQUATION ON FUNCTION SPACE WITH RESPECT TO AN INTEGRAL EQUATION
-
Chang, Seung-Jun
(Department of Mathematics, Dankook University) ;
-
Lee, Sang-Deok
(Department of Mathematics, Dankook University)
- 발행 : 1997.06.01
초록
In the theory of the conditional Wiener integral, the integrand is a functional of the standard Wiener process. In this paper we consider a conditional function space integral for functionals of more general stochastic process and the generalized Kac-Feynman integral equation. We first show that the existence of a partial differential equation. We then show that the generalized Kac-Feynman integral equation is equivalent to the partial differential equation.
키워드