A Note on the Sample Path-valued Conditional Yeh-Wiener Integral

摘要

In this paper we define a sample path-valued conditional Yeh-Wiener integral for function F of the type par $$ E igl[F(x)|x igl(*,rac{T}{S} * igr) = psi(lacktriangle) igr], $$ where $psi$ is in $C[0,sqrt{S^2 + T^2}]$ and $lacktriangle = rac{sqrt{S^2 + T^2}}{S^2} *^2$ and evaluate a sample path-valued conditional Yeh-Wiener integral using the result obtained.