충청수학회지 (Journal of the Chungcheong Mathematical Society)

  • 제23권1호
  • /
  • Pages.119-126
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  • 2010
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  • 1226-3524(pISSN)
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  • 2383-6245(eISSN)
충청수학회 (The Chungcheong Mathematical Society)
권호 표지

ANALOGUE OF WIENER MEASURE OVER THE SETS BOUNDED BY SECTIONALLY DIFFERENTIABLE BARRIERS

  • Im, Man Kyu (Department of Mathematics HanNam University)
  • 투고 : 2009.12.09
  • 심사 : 2010.02.18
  • 발행 : 2010.03.30
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초록

In this paper, we find the formula for the analogue of Wiener measure over the subset of C[0, T] bounded by the sectionally differentiable functions, which is a generalization of Park and Skoug's results in [2].

키워드

참고문헌

  1. C. Park and S. R. Paranjape, Probabilities of Wiener paths crossing differentable curves, Pacific J. Math. 53 (1974), 579-583. https://doi.org/10.2140/pjm.1974.53.579
  2. C. Park and D. L. Skoug, Wiener integrals over the sets bounded by sectionally continuous barriers, Pacific J. Math. 66 (1976), 523-534. https://doi.org/10.2140/pjm.1976.66.523
  3. K. S. Ryu and M. K. Im, A measure-valued analogue of Wiener measure and the measure-valued Feynman-Kac formula, Trans. Amer. Math. Soc. 354 (2002), 4921-4951. https://doi.org/10.1090/S0002-9947-02-03077-5
  4. K. S. Ryu, Probabilities of analogue of Wiener paths crossing continuously differentiable curves, J. Chungcheong Math. Soc. 22 (2009), 579-586.
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