Wiener integrals over the sets bounded by sectionally continuous barriers

Chull Park and David Lee Skoug

Vol. 66 (1976), No. 2, 523–534

DOI: 10.2140/pjm.1976.66.523

Abstract

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

Mathematical Subject Classification 2000

Primary: 28A40, 28A40

Secondary: 60J65

Milestones

Received: 2 April 1976

Published: 1 October 1976