Communications of the Korean Mathematical Society (대한수학회논문집)

Korean Mathematical Society (대한수학회)
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THE BARTLE INTEGRAL AND THE CONDITIONAL WIENER INTEGRAL ON C[0,t]

  • Ryu, Kun-Sik (Department of Mathematics Han Nam University) ;
  • Im, Man-Kyu (Department of Mathematics Han Nam University)
  • Published : 2004.10.01
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Abstract

In this paper, we give a new formula between the conditional Wiener integral E(F｜X), the conditional Wiener integral of F given X, and the integral with respect to a measure-valued measure, a kind of Bartle integral. Using this formula, we give some examples of evaluation of E(F｜X).

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References

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