Honam Mathematical Journal (호남수학학술지)

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EVALUATION E(exp(∫0th(s)dx(s)) ON ANALOGUE OF WIENER MEASURE SPACE

  • Park, Yeon-Hee (Department of Mathematics Education (Institute of Pure and Applied Mathematics), Chonbuk National University)
  • Received : 2010.07.26
  • Accepted : 2010.08.26
  • Published : 2010.09.25
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Abstract

In this paper we evaluate the analogue of Wiener integral ${\int\limits}_{C[0,t]}x(t_1){\cdots}x(t_n)d\omega_\rho(x)$ where 0 = $t_0$ < $t_1$ $\cdots$ < $t_n$ $\leq$ t and the Paley-Wiener-Zygmund integral ${\int\limits}_{C[0,t]}$ exp $({\int\limits}_0^t h(s)\tilde{d}x(s))d\omega_\rho(x)$ is the analogue of Wiener measure space.

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References

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