TRANSLATION THEOREMS FOR THE ANALYTIC FOURIER-FEYNMAN TRANSFORM ASSOCIATED WITH GAUSSIAN PATHS ON WIENER SPACE

被引:0
|
作者
Chang, Seung Jun [1 ]
Choi, Jae Gil [1 ]
机构
[1] Dankook Univ, Dept Math, Cheonan 330714, South Korea
基金
新加坡国家研究基金会;
关键词
translation theorem; Gaussian process; generalized Fourier-Feynman transform; convolution product; INTEGRALS; CONVOLUTION;
D O I
10.4134/JKMS.j170094
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this article, we establish translation theorems for the analytic Fourier-Feynman transform of functionals in non-stationary Gaussian processes on Wiener space. We then proceed to show that these general translation theorems can be applied to two well-known classes of functionals; namely, the Banach algebra S introduced by Cameron and Storvick, and the space B-A((p)) consisting of functionals of the form F(x) = f(<alpha(1), x >,..., <alpha(n), x >), where <alpha, x > denotes the Paley Wiener Zygmund stochastic integral integral(T)(0) alpha(t)dx (t).
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页码:147 / 160
页数:14
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