Evaluation formulas for conditional abstract wiener integrals

Dong Myung Chung, Soon Ja Kang

Stochastic Analysis and Applications · 1989 · 14 citations · 13 references

Concepts

Abstract

In this paper we consider abstract Wiener space version of conditional Wiener integrals and establish formulas for evaluating conditional abstract Wiener integrals for various classes of functions on an abstract Wiener space. We then apply our formulas to evaluate certain Wiener integrals and conditional Wiener and Yeh-Wiener integrals

References

13