ANALOGUE OF WIENER MEASURE OVER THE SETS BOUNDED BY SECTIONALLY DIFFERENTIABLE BARRIERS

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Published: Feb 15, 2010
DOI: https://doi.org/10.14403/jcms.2010.23.1.119
Keywords:
analogue of Wiener measure, sectionally differentiable, Volterra integral equation, conditional expectation
Mathematics Subject Classification (2020):
Primary 28C20, Secondary 28C35

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Man Kyu Im
Department of Mathematics, HanNam University

Abstract





In this paper, we find the formula for the analogue of Wiener measure over the subset of C[0, T ] bounded by the sectionally differentiable functions, which is a generalization of Park and Skoug's results in [2].





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Article Details

Issue
Vol. 23 No. 1 (2010)
Section
Articles