Vol. 66, No. 2, 1976

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Wiener integrals over the sets bounded by sectionally continuous barriers

Chull Park and David Lee Skoug

Vol. 66 (1976), No. 2, 523–534
Abstract

Let CW C[0,T] denote the Wiener space on [0,T]. The Wiener integrals of various functionals F[x] over the space CW are well-known. In this paper we establish formulas for the Wiener integrals of F[x] over the subsets of CW bounded by sectionally continuous functions.

Mathematical Subject Classification 2000
Primary: 28A40, 28A40
Secondary: 60J65
Milestones
Received: 2 April 1976
Published: 1 October 1976
Authors
Chull Park
David Lee Skoug