A NEW ANALYTIC FOURIER-FEYNMAN TRANSFORM W.R.T. SUBORDINATE BROWNIAN MOTION

被引：0
|
作者：
El Koufi, Mohamed [1 ]
机构：
[1] Cadi Ayyad Univ, Fac Sci Semlalia, Dept Math, Marrakech 40000, Morocco
来源：
JOURNAL OF THE KOREAN SOCIETY OF MATHEMATICAL EDUCATION SERIES B-PURE AND APPLIED MATHEMATICS | 2021年 / 28卷 / 02期
关键词：
subordinate Brownian motion; analytic Fourier-Feynman transform;
D O I：
10.7468/jksmeb.2021.28.2.119
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, we first introduce a new L-p analytic Fourier-Feynman transform with respect to subordinate Brownian motion (AFFTSB), which extends the Fourier-Feynman transform in the Wiener space. We next examine several relationships involving the L-p-AFFTSB, the convolution product, and the gradient operator for several types of functionals.
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页码：119 / 142
页数：24
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