An evaluation formula for a generalized conditional expectation with translation theorems over paths

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J. Korean Math. Soc. 2020; 57(2): 451-470

Online first article July 17, 2019 Printed March 1, 2020

Dong Hyun Cho

Kyonggi University

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Let $C[0,T]$ denote an analogue of Wiener space, the space of real-valued continuous functions on the interval $[0,T]$. For a partition $0=t_0

Keywords: Analogue of Wiener measure, conditional Wiener integral, Feynman integral, translation theorem, Wiener integral, Wiener space

MSC numbers: 28C20, 60G05, 60G15

Supported by: This work was supported by Kyonggi University Research Grant 2018.