• 대한수학회보
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• 제36권3호
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• pp.441-450
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• 1999

In this paper we first evaluate the conditional Wiener integral of certain functionals using a Park and Skoug's formula. and we also evaluate the conditional wiener integral E(F│$X_\alpha$) of functional F on C[0, T] given by $F(x)=exp\{{\int_0}^T s^kx(s)ds\}$ for a general conditioning function $X_\alpha$ on C[0,T].

• 호남수학학술지
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• 제30권4호
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• pp.723-732
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• 2008

In this note, we establish the uniqueness theorem of conditional expectation on analogue of Wiener measure space for given distributions and prove the simple formula of conditional expectation on analogue of Wiener measure which is essentially similar to Park and Skoug's formula on the concrete Wiener measure.

• 충청수학회지
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• 제23권1호
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• pp.119-126
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• 2010

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].