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Evaluation formulas for a conditional Feynman integral over Wiener paths in abstract Wiener space

Kun Soo Chang, Dong Hyun Cho, Il Yoo (2004)

Czechoslovak Mathematical Journal

In this paper, we introduce a simple formula for conditional Wiener integrals over C 0 ( 𝔹 ) , the space of abstract Wiener space valued continuous functions. Using this formula, we establish various formulas for a conditional Wiener integral and a conditional Feynman integral of functionals on C 0 ( 𝔹 ) in certain classes which correspond to the classes of functionals on the classical Wiener space introduced by Cameron and Storvick. We also evaluate the conditional Wiener integral and conditional Feynman integral...

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