Fundamental theorem of Wiener calculus

Fundamental theorem of Wiener calculus

In this paper we define and develop a theory of differentiation in Wiener space C[0,T]. We then proceed to establish a fundamental theorem of the integral calculus for C[0,T]. First of all, we show that the derivative of the indefinite Wiener integral exists and equals the integrand functional. Seco...

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Bibliographic Details
Main Authors: Chull Park, David Skoug, Lawrence Smolowitz
Format: Article
Language:English
Published: Hindawi Limited 1990-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Subjects:
Wiener (measure
integral
derivative
absolute continuity)
Lebesgue absolute continuity
fundamental theorem.
Online Access:http://dx.doi.org/10.1155/S0161171290000667

Internet

http://dx.doi.org/10.1155/S0161171290000667

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