Fundamental theorem of Wiener calculus

Chull Park, David Skoug and Lawrence Smolowitz

International Journal of Mathematics and Mathematical Sciences, 1990, vol. 13, 1-10

Abstract:

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. Secondly, we show that certain functionals defined on C [ 0 , T ] are equal to the indefinite integral of their Wiener derivative.

Date: 1990
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:482574

DOI: 10.1155/S0161171290000667

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