A simple formula for an analogue of conditional wiener integrals and its applications II

Let C0, T] denote the space of real-valued continuous functions on the interval 0, T] with an analogue w _ϕ of Wiener measure and for a partition 0 = t ₀ < t ₁ < ... < t _n < t _n+1 = T of 0, T], let X _n : C0, T] → ℝ ⁿ⁺¹ and X ⁿ⁺¹: C0, T] → ℝ ⁿ⁺² be given by X _n (x) = (x(t ₀), x(t ₁), ..., x(t _n )) and X _n+1(x) = (x(t ₀), x(t ₁), ..., x(t _n+1)), respectively. In this paper, using a simple formula for the conditional w _ϕ-integral of functions on C0, T] with the conditioning function X _n+1, we derive a simple formula for the conditional w _ϕ-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 _ϕ-integral of the functions of the form F _m (x) = ∫₀ ^T (x(t)) ^m for x ∈ C0, T] and for any positive integer m. Moreover, with the conditioning X _n , we evaluate the conditional w _ϕ-integral of the functions in a Banach algebra which is an analogue of the Cameron and Storvick’s Banach algebra . Finally, we derive the conditional analytic Feynman w _ϕ-integrals of the functions in .