Two related integrals over spaces of continuous functions

Abstract

In this paper the authors evaluate Yeh-Wiener integrals (which apply to functionals of a variable continuous function of two arguments) in terms of multiple Wiener integrals (which apply to functionals of several variable continuous functions of one argument). First somewhat specialized cases are given where the multiplicity of the Wiener integral is finite, and then quite general Yeh-Wiener integrals are evaluated in terms of limits of n-folά Wiener integrals as n->oo.