THE PARTIAL DIFFERENTIAL EQUATION ON FUNCTION SPACE WITH RESPECT TO AN INTEGRAL EQUATION
한국수학교육학회지시리즈B:순수및응용수학 / 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
(Department of Mathematics, Dankook University)
Lee, Sang-Deok
(Department of Mathematics, Dankook University)
Chang, Seung-Jun,
&
Lee, Sang-Deok.
(1997). THE PARTIAL DIFFERENTIAL EQUATION ON FUNCTION SPACE WITH RESPECT TO AN INTEGRAL EQUATION. 한국수학교육학회지시리즈B:순수및응용수학, 4(1), 47-60.
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
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Generalized Brownian motion process,
Function space integral,
Coditional function space integral,
Kac-Feynman integral equation