Journal of the
Korean Mathematical Society
JKMS

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

Article

HOME ALL ARTICLES View

J. Korean Math. Soc. 2016; 53(3): 709-723

Printed May 1, 2016

https://doi.org/10.4134/JKMS.j150285

Copyright © The Korean Mathematical Society.

Scale transformations for present position-independent conditional expectations

Dong Hyun Cho

Kyonggi University

Abstract

Let $C[0,t]$ denote a generalized Wiener space, the space of real-valued continuous functions on the interval $[0,t]$ and define a random vector $Z_n : C[0,t]\to\mathbb R^n$ by $Z_n(x)=(\int_0^{t_1}h(s) dx(s),\ldots,\int_0^{t_n}h(s) dx(s))$, where $0

Keywords: analytic conditional Feynman integral, analytic conditional Wiener integral, conditional Wiener integral, Wiener integral, Wiener space

MSC numbers: 28C20, 60G05, 60G15, 60H05