• Title/Summary/Keyword: simple formula for modified conditional Yeh-Wiener integral

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MODIFIED CONDITIONAL YEH-WIENER INTEGRAL WITH VECTOR-VALUED CONDITIONING FUNCTION

  • Chang, Joo-Sup
    • Journal of the Korean Mathematical Society
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    • v.38 no.1
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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.

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A NOTE ON THE MODIFIED CONDITIONAL YEH-WIENER INTEGRAL

  • Chang, Joo-Sup;Ahn, Joong-Hyun
    • Communications of the Korean Mathematical Society
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    • v.16 no.4
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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.

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