Abstract
We obtain a formula for the conditional Wiener integral of the first variation of functionals and establish several integration by parts formulas of conditional Wiener integrals of functionals on a function space. We then apply these results to obtain various integration by parts formulas involving conditional integral transforms and conditional convolution products on the function space.
| Original language | English |
|---|---|
| Pages (from-to) | 57-69 |
| Number of pages | 9 |
| Journal | 한국수학논문집 |
| Volume | 22 |
| Issue number | 1 |
| DOIs | |
| State | Published - Mar 2014 |