함수 공간 적분에 대한 소고(I)

  • 발행 : 1999.12.01

초록

In this paper we first introduce the Wiener integral which is one of the function space integrals. And then we treat the conditional Wiener integral and explain the simple formula for the conditional Wiener integral with an example.

키워드

참고문헌

  1. Bull. Korean Math. Soc. v.36 Evaluation of conditional Wiener integrals using Park and Skoug's ormula Chang, J. S.
  2. Stochastic Analysis and Appl. v.9 Fundamental theorem of Yeh-Wiener calculus Chang, J. S.;Park, C.;Skoug. D.
  3. Pacific J. Math. v.124 An evaluation of the Yeh-Wiener integral Chang, K. S.;Ahn, J. M.;Chang, J. S.
  4. Bull. Korean Math. Soc. v.21 Evaluation of conditional Wiener integrals Chang, K. S.;Chang, J. S.
  5. Pacific J. of Math. v.135 A Simple formula for conditional Wiener integrals with applications Park, C.;Skoug, D.;Smolowitz, L.
  6. Int. J. of Math. and Math. Sci. v.13 Fundamental theorem of Wiener calculus Park, C.;Skoug, D.;Smolowitz, L.
  7. Pacific J. Math. v.59 Inversion of conditional Wiener integral Yeh, J.
  8. 위너적분론 장건수
  9. 한국수학사학회지 v.4 근대 적분 개념의 정립과 측도 이론의 발전 정춘택