A Conditional Fourier-Feynman Transform and Conditional Convolution Product with Change of Scales on a Function Space II

Using a simple formula for conditional expectations over continuous paths, we will evaluate conditional expectations which are types of analytic conditional Fourier-Feynman transforms and conditional convolution products of generalized cylinder functions and the functions in a Banach algebra which i...

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Bibliographic Details
Main Author: Dong Hyun Cho
Format: Article
Language:English
Published: Wiley 2017-01-01
Series:Journal of Probability and Statistics
Online Access:http://dx.doi.org/10.1155/2017/8510782
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