Conditional Yeh-Wiener integrals with vector-valued conditioning functions
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- by Chull Park and David Skoug PDF
- Proc. Amer. Math. Soc. 105 (1989), 450-461 Request permission
Abstract:
In this paper we establish various results involving conditional Yeh-Wiener integrals with vector-valued conditioning functions. We first develop a very simple formula for converting conditional Yeh-Wiener integrals into ordinary (i.e., nonconditional) Yeh-Wiener integrals. We then use this simple formula to evaluate the conditional Yeh-Wiener integral of various functionals, including functionals in which the sectional average of an ${L_2}$-function occurs naturally. Finally, we use these results to obtain a general Cameron-Martin type translation theorem for conditional Yeh-Wiener integrals.References
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Additional Information
- © Copyright 1989 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 105 (1989), 450-461
- MSC: Primary 60J65; Secondary 28C20
- DOI: https://doi.org/10.1090/S0002-9939-1989-0960650-6
- MathSciNet review: 960650