Honam Mathematical Journal (호남수학학술지)

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THE SIMPLE FORMULA OF CONDITIONAL EXPECTATION ON ANALOGUE OF WIENER MEASURE

  • Ryu, Kun-Sik (Department of Mathematics Education, Han Nam University)
  • Received : 2008.10.30
  • Accepted : 2008.12.04
  • Published : 2008.12.25
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Abstract

In this note, we establish the uniqueness theorem of conditional expectation on analogue of Wiener measure space for given distributions and prove the simple formula of conditional expectation on analogue of Wiener measure which is essentially similar to Park and Skoug's formula on the concrete Wiener measure.

Keywords

References

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Cited by

  1. Survey of the Theories for Analogue of Wiener Measure Space vol.15, pp.3, 2009, https://doi.org/10.4036/iis.2009.319