文章基本信息

标题：Fundamental theorem of Wiener calculus
本地全文：下载
作者：Chull Park ; David Skoug ; Lawrence Smolowitz 等
期刊名称：International Journal of Mathematics and Mathematical Sciences
印刷版ISSN：0161-1712
电子版ISSN：1687-0425
出版年度：1990
卷号：13
DOI：10.1155/S0161171290000667
出版社：Hindawi Publishing Corporation
摘要：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.