Generalized Fourier-Feynman Transform of Bounded Cylinder Functions on the Function Space Ca,b[0, T]

In this paper, we study the generalized Fourier-Feynman transform (GFFT) for functions on the general Wiener space C-a,C-b[0, T]. We establish an explicit evaluation formula for the analytic GFFT of bounded cylinder functions on C-a,C-b[0, T]. We start by examining certain cylinder functions which belong in a Banach algebra of bounded functions on C-a,C-b[0, T]. We then obtain an explicit formula for the analytic GFFT of the bounded cylinder functions.