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AN ANALOGUE OF WIENER MEASURE AND ITS APPLICATIONS

AN ANALOGUE OF WIENER MEASURE AND ITS APPLICATIONS

In this note, we establish a translation theorem in an analogue of Wiener space (C[0,t],<TEX>$\omega$</TEX><TEX>$\phi$</TEX>) and find formulas for the conditional <TEX>$\omega$</TEX><TEX>$\phi$</TEX>-integral given by the condition X(x) = (x(to), x(t<TEX>$_1$</TEX>),…, x(t<TEX>$_{n}$</TEX>)) which is the generalization of Chang and Chang's results in 1984. Moreover, we prove a translation theorem for the …