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  • 标题:Survey of the Theories for Analogue of Wiener Measure Space
  • 本地全文:下载
  • 作者:Kun Sik RYU ; Man Kyu IM ; Ki Seong CHOI
  • 期刊名称:Interdisciplinary Information Sciences
  • 印刷版ISSN:1340-9050
  • 电子版ISSN:1347-6157
  • 出版年度:2009
  • 卷号:15
  • 期号:3
  • 页码:319-337
  • DOI:10.4036/iis.2009.319
  • 出版社:The Editorial Committee of the Interdisciplinary Information Sciences
  • 摘要:We consider the analogue of Wiener measure on the space of all real continuous functions, and then establish the measure-valued measure and the operator-valued measure on our space and we investigate their important properties, for example, the integration formula, the rotation theorem, the Bartle integral, the Bochner integral and the Dobrakov integral, the simple formula for conditional expectation, the measure-valued Feynman-Kac formula and Volterra integral equation and integral transform.
  • 关键词:analogue of Wiener measure;Bartle integral;Bochner integral;Dobrakov integral;conditional expectation;measure-valued Feynman-Kac formula;integral transform
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