Generalized Conditional Yeh-Wiener Integral [PDF]
Rocky Mountain Journal of Mathematics, 2005 The article is devoted to a generalized conditional Yeh-Wiener integral. This integral includes as particular cases the conditional integral and the modified conditional integral of Yeh and Wiener. It is constructed on the space of continuous functions of two variables on a domain.
Chang, Joo Sup, Ahn, Joong Hyun
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An evaluation of the conditional Yeh-Wiener integral [PDF]
Pacific Journal of Mathematics, 1986 Yeh obtained the conditional Wiener integral of \(\exp \{- \int^{t}_{0}V[x(u)]du\}\) given x(t) where x is in Wiener space \(C[0,t]\) and V is a function on \({\mathbb{R}}^ 1\) satisfying certain conditions. In this paper we extend Yeh's result to the conditional Yeh- Wiener integral of \(\exp \{-\int^{t}_{0}\int^{s}_{0}V[x(u,v)]du dv\}\) given \(x(s,t)
Chang, Kun Soo +2 more
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An Operator-Valued Yeh-Wiener Integral and a Kac-Feynman Wiener Integral Equation [PDF]
Proceedings of the American Mathematical Society, 1994 Let C [ 0 , T ] C[0,T] denote Wiener space, i.e., the space of all continuous functions η ( t ) \eta (t) on [ 0 , T ] [0,T] such that η ( 0 ) = 0
Park, Chull, Skoug, David
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Generalized Conditional Yeh-Wiener Integrals and a Wiener Interal Equation
Journal of Integral Equations and Applications, 1993 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Park, Chull, Skoug, David
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Grid-Valued Conditional Yeh-Wiener Integrals and a Kac-Feynman Wiener Integral Equation
Journal of Integral Equations and Applications, 1996 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Park, Chull, Skoug, David
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