THE DOBRAKOV INTEGRAL OVER PATHS

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Published: Feb 15, 2006
DOI: https://doi.org/10.14403/jcms.2006.19.1.61
Keywords:
Analogue of Wiener measure, Dobrakov integral, measure-valued measure
Mathematics Subject Classification (2020):
Primary 28C35, 28C20

Main Article Content

Kun Sik Ryu
Department of Mathematics, Han Nam University

Abstract





In 2002, the author introduced the definition and its properties of an analogue of Wiener measure over paths. In this article, using these concepts, we will derive an operator-valued measure over paths and will investigate the properties for integral with respect to the measure. Specially, we will prove the Wiener integral formula for our integral and give some example of it.





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Article Details

Issue
Vol. 19 No. 1 (2006)
Section
Articles