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ISSN : 1226-0657

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Vol.4 No.1
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Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics / Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics, (P)1226-0657; (E)2287-6081
1997, v.4 no.1, pp.47-60
Chang, Seung-Jun
Lee, Sang-Deok
Chang,, S. , & Lee,, S. (1997). . Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics, 4(1), 47-60.
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Abstract

In the theory of the conditional Wiener integral, the integrand is a functional of the standard Wiener process. In this paper we consider a conditional function space integral for functionals of more general stochastic process and the generalized Kac-Feynman integral equation. We first show that the existence of a partial differential equation. We then show that the generalized Kac-Feynman integral equation is equivalent to the partial differential equation.

keywords
Generalized Brownian motion process, Function space integral, Coditional function space integral, Kac-Feynman integral equation

Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics

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