The Analogue of Wiener Space With Values in Orlicz Space

Abstract

Abstract. Let M be an N -function satisfies the 2-condition and let OM be the Orlicz space associated with M . Let C(OM ) be the space of all continuous functions defined on the interval [0, T ] with values in OM .In this note, we define the analogue of Wiener measure m M φ on C(OM ), establish the Wiener integration formulae for the cylinder functions on C(OM ) and give some examples related to our formulae.