Bulletin of the
Korean Mathematical Society BKMS

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 $E(F \mid X_{\alpha})$ of functional F on $C[0,T]$ given by \[F(x)=\exp \; \left\{ \dint^T_0 s^{\;k} \; x(s)\;ds \right\} \] for a general conditioning function $X_{\alpha}$ on $C[0,T]$.

Keywords: Park and Skoug's formula, polygonal function, conditional Wiener integral

MSC numbers: 28C20, 46G12