Let $C[0,T]$ denote the space of real-valued continuous functions on the interval $[0,T]$ with an analogue $w_\varphi $ of Wiener measure and for a partition $ 0=t_0< t_1< \cdots < t_n <t_{n+1}= T$ of $[0, T]$, let $X_n\: C[0,T]\to \mathbb R^{n+1}$ and $X_{n+1} \: C [0, T]\to \mathbb R^{n+2}$ be given by $X_n(x) = ( x(t_0), x(t_1), \cdots , x(t_n))$ and $X_{n+1} (x) = ( x(t_0), x(t_1), \cdots , x(t_{n+1}))$, respectively. \endgraf In this paper, using a simple formula for the conditional $w_\varphi $-integral of functions on $C[0, T]$ with the conditioning function $X_{n+1}$, we derive a simple formula for the conditional $w_\varphi $-integral of the functions with the conditioning function $X_n$. As applications of the formula with the function $X_n$, we evaluate the conditional $w_\varphi $-integral of the functions of the form $F_m(x) = \int _0^T (x(t))^m d t$ for $x\in C[0, T]$ and for any positive integer $m$. Moreover, with the conditioning $X_n$, we evaluate the conditional $w_\varphi $-integral of the functions in a Banach algebra $\mathcal S_{w_\varphi }$ which is an analogue of the Cameron and Storvick's Banach algebra $\mathcal S$. Finally, we derive the conditional analytic Feynman $w_\varphi $-integrals of the functions in $\mathcal S_{w_\varphi }$.
In this paper, we introduce a simple formula for conditional Wiener integrals over $C_0(\mathbb{B})$, 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 $C_0(\mathbb{B})$ 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 for functionals of the form \[ \exp \biggl \lbrace \int _0^T \theta (s, x(s))\mathrm{d}\eta (s) \biggr \rbrace \] which are of interest in Feynman integration theories and quantum mechanics.
Let $C[0,t]$ denote a generalized Wiener space, the space of real-valued continuous functions on the interval $[0,t]$, and define a random vector $Z_n C[0,t]\to\mathbb R^{n+1}$ by Z_n(x)=\biggl(x(0)+a(0), \int_0^{t_1}h(s) {\rm d} x(s)+x(0)+a(t_1), \cdots,\int_0^{t_n}h(s) {\rm d} x(s)+x(0)+a(t_n)\biggr), where $a\in C[0,t]$, $h\in L_2[0,t]$, and $0<t_1 < \cdots< t_n\le t$ is a partition of $[0,t]$. Using simple formulas for generalized conditional Wiener integrals, given $Z_n$ we will evaluate the generalized analytic conditional Wiener and Feynman integrals of the functions $F$ in a Banach algebra which corresponds to Cameron-Storvick's Banach algebra $\mathcal S$. Finally, we express the generalized analytic conditional Feynman integral of $F$ as a limit of the non-conditional generalized Wiener integral of a polygonal function using a change of scale transformation for which a normal density is the kernel. This result extends the existing change of scale formulas on the classical Wiener space, abstract Wiener space and the analogue of the Wiener space $C[0,t]$., Byoung Soo Kim, Dong Hyun Cho., and Obsahuje bibliografické odkazy