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In this note, we establish the uniqueness theorem of conditional expectation on analogue of Wiener measure space for given distributions and prove the simple formula of conditional expectation on analogue of Wiener measure which is essentially similar to Park and Skoug's formula on the concrete Wiener measure.
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참고문헌 (9)
참고문헌 신청
P. R. Halmos / 1974 / Measure theory / Springer-Verlag
M. K. Im / 2002 / An analogue of Wiener measure and its applications / J. Korean Math. Soc 39:801~819
C. Park / 1988 / simple formula for conditional Wiener integrals with applications / Pacific J. Math 135:381~394
K. R. Parthasarathy / 1967 / Probability measures on metric spaces / Academic Press
K. S. Ryu / 2002 / A measure-valued analogue of Wiener measure and the measure-valued Feynman-Kac formula / Trans. Amer. Math. Soc 354:4921~4951
M. K. Im / 2002 / An analogue of Wiener measure and its applications / J. Korean Math. Soc 39:801~819
C. Park / 1988 / simple formula for conditional Wiener integrals with applications / Pacific J. Math 135:381~394
K. R. Parthasarathy / 1967 / Probability measures on metric spaces / Academic Press
K. S. Ryu / 2002 / A measure-valued analogue of Wiener measure and the measure-valued Feynman-Kac formula / Trans. Amer. Math. Soc 354:4921~4951
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