A MULTIPLE GENERALIZED FOURIER-FEYNMAN TRANSFORM VIA A ROTATION ON WIENER SPACE

被引：19
|
作者：
Choi, Jae Gil [1 ]
Skoug, David [2 ]
Chang, Seung Jun [1 ]
机构：
[1] Dankook Univ, Dept Math, Cheonan 330714, South Korea
[2] Univ Nebraska, Dept Math, Lincoln, NE 68588 USA
来源：
INTERNATIONAL JOURNAL OF MATHEMATICS | 2012年 / 23卷 / 07期
基金：
新加坡国家研究基金会;
关键词：
Paley-Wiener-Zygmund stochastic integral; Gaussian process; generalized Fourier-Feynman transform; multiple generalized Fourier-Feynman transform; generalized convolution product; CONVOLUTION;
D O I：
10.1142/S0129167X12500681
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper we use a rotation property of Wiener measure to define a very general multiple Fourier-Feynman transform on Wiener space. We then proceed to establish its many algebraic properties as well as to establish several relationships between this generalized multiple transform and the corresponding generalized convolution product.
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页数：20
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