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http://dx.doi.org/10.11568/kjm.2016.24.3.489

GENERALIZED CONDITIONAL YEH-WIENER INTEGRALS FOR THE SAMPLE PATH-VALUED CONDITIONING FUNCTION  

Ahn, Joong Hyun (Department of Mathematics Hanyang University)
Changz, Joo Sup (Department of Mathematics Hanyang University)
Publication Information
Korean Journal of Mathematics / v.24, no.3, 2016 , pp. 489-494 More about this Journal
Abstract
The purpose of this paper is to treat the generalized conditional Yeh-Wiener integral for the sample path-valued conditioning function. As a special case of our results, we obtain the results in [6].
Keywords
Generalized conditional Yeh-Wiener integral; sample path-valued conditioning function;
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