An evaluation of the conditional Yeh-Wiener integral
An evaluation of the conditional Yeh-Wiener integral
Yeh obtained the conditional Wiener integral of ap{-fiV[x(u)]du} given x(t) where x is in Wiener space C[0, t] and V is a function on R 1 satisfying certain conditions.In this paper we extend Yeh's result to the conditional Yeh-Wiener integral of exp{-f$ fa V[x(u, v)] du dv} given x(s,t) where …