• Title/Summary/Keyword: analogue of Wiener space with values Orlicz space

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THE ANALOGUE OF WIENER SPACE WITH VALUES IN ORLICZ SPACE

  • Ryu, Kun Sik
    • Journal of the Chungcheong Mathematical Society
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    • v.27 no.4
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    • pp.689-695
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    • 2014
  • Let M be an N-function satisfies the ${\Delta}_2$-condition and let $O_M$ be the Orlicz space associated with M. Let $C(O_M)$ be the space of all continuous functions defined on the interval [0, T] with values in $O_M$. In this note, we define the analogue of Wiener measure $m^M_{\phi}$ on $C(O_M)$, establish the Wiener integration formulae for the cylinder functions on $C(O_M)$ and give some examples related to our formulae.