18.97.9.168
18.97.9.168
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THE PARTIAL DIFFERENTIAL EQUATION ON FUNCTION SPACE WITH RESPECT TO AN INTEGRAL EQUATION
( SEUNG JUN CHANG , SANG DEOK LEE )
UCI I410-ECN-0102-2009-410-006993788

In the theory of the conditional Wiener integral, the integrand is a functional of the standard Wiener process. In this paper we consider a conditional function space integral for functionals of more general stochastic process and the generalized Kac-Feynman integral equation. We first show that the existence of a partial differential equation. We then show that the generalized Kac-Feynman integral equation is equivalent to the partial differential equation.

[자료제공 : 네이버학술정보]
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