Wiener integral for the coordinate process
is defined under the -finite measure unifying Brownian penalisations,
which has been introduced by [Najnudel ,
(2007) 459–466] and [Najnudel ,
. Mathematical Society of Japan, Tokyo (2009)].
Its decomposition before and after last exit time from 0
is studied.
This study prepares for the author's recent study [K. Yano,
(2010) 3492–3516] of Cameron-Martin formula
for the -finite measure.
...