대한수학회논문집 (Communications of the Korean Mathematical Society)

  • 제19권4호
  • /
  • Pages.643-660
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  • 2004
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  • 1225-1763(pISSN)
  • /
  • 2234-3024(eISSN)
대한수학회 (Korean Mathematical Society)
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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)
  • 발행 : 2004.10.01
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초록

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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참고문헌

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