Change of scale formulas for a generalized conditional Wiener integral

摘要

Let $C[0,t]$ denote the space of real-valued continuous functions on $[0,t]$ and define a random vector $Z_n:C[0,t]omathbb R^n$ by $Z_n(x)=(int_0^{t_1}h(s) dx(s),ldots,int_0^{t_n}h(s) dx(s))$, where $0