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In this paper, we give a new formula between the con- ditional Wiener integral E(FjX), the conditional Wiener integral of F given X, and the integral with respect to a measure-valued mea- sure, a kind of Bartle integral. Using this formula, we give some examples of evaluation of E(FjX).
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참고문헌 (8)
참고문헌 신청
/ 1970 / Integration with respect to vector measure : 165 ~
/ 1974 / Inversion of conditional expectations : 640 ~
/ 1975 / Inversion of conditional Wiener integrals : 638 ~
/ 1984 / Evaluation of some conditional Wiener integrals 21 : 99 ~ 106
/ 1988 / A simple formula for conditional Wiener integrals withapplications : 394 ~
/ 1974 / Inversion of conditional expectations : 640 ~
/ 1975 / Inversion of conditional Wiener integrals : 638 ~
/ 1984 / Evaluation of some conditional Wiener integrals 21 : 99 ~ 106
/ 1988 / A simple formula for conditional Wiener integrals withapplications : 394 ~
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