• 대한수학회지
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• 제38권1호
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• pp.49-59
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• 2001

In this paper we introduce the modified conditional Yeh-Wiener integral. To do so, we first treat the modified Yeh-Wiener integral. And then we obtain the simple formula for the modified conditional Yeh-Wiener integral and valuate the modified conditional Yeh-Wiener integral for certain functional using the simple formula obtained. Here we consider the functional using the simple formula obtained. Here we consider the functional on a set of continuous functions which are defined on various regions, for example, triangular, parabolic and circular regions.

• 대한수학회논문집
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• 제16권4호
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• pp.627-635
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• 2001

In this paper, we first introduce the modified Yeh-Wiener integral and then consider the modified conditional Yeh-Wiener integral. Here we use the space of continuous functions on a different region which was discussed before. We also evaluate some modified conditional Yeh-Wiener integral with examples using the simple formula for the modified conditional Yeh-Wiener integral.

• 한국수학사학회지
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• 제13권2호
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• pp.65-72
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• 2000

In this paper we treat the Yeh-Wiener integral and the conditional Yeh-Wiener integral for vector-valued conditioning function which are examples of the function space integrals. Finally, we state the modified conditional Yeh-Wiener integral for vector-valued conditioning function.

• 대한수학회지
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• 제33권4호
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• pp.763-775
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• 1996

For $Q = [0,S] \times [0,T]$ let C(Q) denote Yeh-Wiener space, i.e., the space of all real-valued continuous functions x(s,t) on Q such that x(0,t) = x(s,0) = 0 for every (s,t) in Q. Yeh [10] defined a Gaussian measure $m_y$ on C(Q) (later modified in [13]) such that as a stochastic process ${x(s,t), (s,t) \epsilon Q}$ has mean $E[x(s,t)] = \smallint_{C(Q)} x(s,t)m_y(dx) = 0$ and covariance $E[x(s,t)x(u,\upsilon)] = min{s,u} min{t,\upsilon}$. Let $C_\omega \equiv C[0,T]$ denote the standard Wiener space on [0,T] with Wiener measure $m_\omega$. Yeh [12] introduced the concept of the conditional Wiener integral of F given X, E(F$\mid$X), and for case X(x) = x(T) obtained some very useful results including a Kac-Feynman integral equation.