A TRANSLATION THEOREM FOR THE GENERALIZED FOURIER-FEYNMAN TRANSFORM ASSOCIATED WITH GAUSSIAN PROCESS ON FUNCTION SPACE

被引:2
|
作者
Chang, Seung Jun [1 ]
Choi, Jae Gil [1 ]
Ko, Ae Young [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
generalized Brownian motion process; Gaussian process; generalized analytic Feynman integral; generalized analytic Fourier-Feynman transform; translation theorem; ABSTRACT WIENER SPACE; CONVOLUTION PRODUCT; BROWNIAN MOTIONS; 1ST VARIATION; PATHS; INTEGRALS;
D O I
10.4134/JKMS.j150317
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we define a generalized analytic Fourier-Feynman transform associated with Gaussian process on the function space C-a,C- b [0,T]. We establish the existence of the generalized analytic Fourier Feynman transform for certain bounded functionals on C-a,C- b [0, T]. We then proceed to establish a translation theorem for the generalized transform associated with Gaussian process.
引用
收藏
页码:991 / 1017
页数:27
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