Evaluation Formulas for Generalized Conditional Wiener Integrals with Drift on a Function Space
Let C[0,t] denote a generalized Wiener space, the space of real-valued continuous functions on the interval [0,t] and define a stochastic process Y:C[0,t]×[0,t]→ℝ by Y(x,s)=∫0sh(u)dx(u)+a(s) for x∈C[0,t] and s∈[0,t], where h∈L2[0,t] with h≠0 a.e. and a is continuous on [0,t]. Let random vectors Yn:...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2013-01-01
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| Series: | Journal of Function Spaces and Applications |
| Online Access: | http://dx.doi.org/10.1155/2013/469840 |