The First Variation of an Indefinite Wiener Integral
نویسنده
چکیده
The function u(t) need not be a member of C, but can be any Borel measurable function defined on OSj/^1, and may even be permitted to take on infinite values. The Wiener integral of a functional is simply the Lebesgue integral of the functional with respect to Wiener's measure [4]1 in C. This measure is not invariant under translations, but is in other respects a Lebesgue measure based on intervals of the form
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