Mathematics, Department of
Date of this Version
4-22-1989
Citation
Internat. J. Math. & Math. Sci. VOL. 13 NO. 3 (1990) 443-452
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 functional defined on C[0,T] are equal to the indefinite integral of their Wiener derivative.
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