Bull. Korean Math. Soc. 2016; 53(5): 1531-1548
Online first article August 25, 2016 Printed September 30, 2016
https://doi.org/10.4134/BKMS.b150795
Copyright © The Korean Mathematical Society.
Dong Hyun Cho and Il Yoo
Kyonggi University, Yonsei University
Let $C[0,t]$ denote the space of real-valued continuous functions on $[0,t]$ and define a random vector $Z_n:C[0,t]\to\mathbb R^n$ by $Z_n(x)=(\int_0^{t_1}h(s) dx(s),\ldots,\int_0^{t_n}h(s) dx(s))$, where $0 Keywords: analogue of Wiener space, change of scale formula, conditional Wiener integral, simple formula for conditional Wiener integral, Wiener measure MSC numbers: Primary 28C20, 60G05, 60G15, 60H05
2017; 54(2): 687-704
2011; 48(3): 655-672
1999; 36(3): 441-450
2011; 48(3): 475-489
© 2022. The Korean Mathematical Society. Powered by INFOrang Co., Ltd