Journal of the
Korean Mathematical Society
JKMS

ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

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J. Korean Math. Soc. 2001; 38(1): 49-59

Printed January 1, 2001

Copyright © The Korean Mathematical Society.

Modified conditional Yeh-Wiener integral with vector-valued conditioning function

Joo Sup Chang

Hanyang University

Abstract

In this paper we introduce the modified conditional Yeh-Wiener integral. To do so, we first treat the modified Yeh-Wiener integral. And then we obtain the simple formula for the modified conditional Yeh-Wiener integral and evaluate the modified conditional Yeh-Wiener integral for certain functional using the simple formula obtained. Here we consider the functional on a set of continuous functions which are defined on various regions, for example, triangular, parabolic and circular regions.

Keywords: modified conditional Yeh-Wiener integral, simple formula for modified conditional Yeh-Wiener integral

MSC numbers: 60J65, 28C20

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