Communications of the
Korean Mathematical Society
CKMS

ISSN(Print) 1225-1763 ISSN(Online) 2234-3024

Article

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Commun. Korean Math. Soc. 2022; 37(3): 749-763

Online first article May 13, 2022      Printed July 31, 2022

https://doi.org/10.4134/CKMS.c210264

Copyright © The Korean Mathematical Society.

A translation of an analogue of Wiener space with its applications on their product spaces

Dong Hyun Cho

Kyonggi University

Abstract

Let $C[0,T]$ denote an analogue of Weiner space, the space of real-valued continuous on $[0,T]$. In this paper, we investigate the translation of time interval $[0,T]$ defining the analogue of Winer space $C[0,T]$. As applications of the result, we derive various relationships between the analogue of Wiener space and its product spaces. Finally, we express the analogue of Wiener measures on $C[0,T]$ as the analogue of Wiener measures on $C[0,s]$ and $C[s,T]$ with $0

Keywords: Analogue of Wiener measure, analogue of Wiener space, Brownian motion, Gaussian measure, Wiener measure, Wiener space

MSC numbers: Primary 28C20; Secondary 46G12, 46T12

Supported by: This work was supported by Kyonggi University Research Grant 2019 Grant.