Korean J. Math. Vol. 24 No. 3 (2016) pp.489-494
DOI: https://doi.org/10.11568/kjm.2016.24.3.489

Generalized conditional Yeh-Wiener integrals for the sample path-valued conditioning function

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Published: Sep 30, 2016
Keywords:
Generalized conditional Yeh-Wiener integral, sample path-valued conditioning function
Mathematics Subject Classification:
28C20, 60J65

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Joong Hyun Ahn
Department of Mathematics Hanyang University Seoul 04763, Korea
Joo Sup Chang
Department of Mathematics Hanyang University Seoul 04763, Korea

Abstract

The purpose of this paper is to treat the generalized conditional Yeh-Wiener integral for the sample path-valued conditioning function. As a special case of our results, we obtain the results in [6].


Article Details

Supporting Agencies

This work was supported by Hanyang University in 2013.

References

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