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http://dx.doi.org/10.5831/HMJ.2010.32.3.441

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)
Publication Information
Honam Mathematical Journal / v.32, no.3, 2010 , pp. 441-451 More about this Journal
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.
Keywords
analogue of Wiener measure;
Citations & Related Records
Times Cited By KSCI : 2  (Citation Analysis)
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