Parts formulas involving the Fourier-Feynman transform associated with Gaussian paths on Wiener space

被引:5
作者
Chang, Seung Jun [1 ]
Choi, Jae Gil [2 ]
机构
[1] Dankook Univ, Dept Math, Cheonan 330714, South Korea
[2] Dankook Univ, Sch Gen Educ, Cheonan 330714, South Korea
基金
英国科研创新办公室;
关键词
Cameron-Storvick theorem; Gaussian process; Generalized analytic Feynman integral; Generalized analytic Fourier-Feynman transform; First variation; INTEGRAL-TRANSFORMS; CONVOLUTION; FUNCTIONALS;
D O I
10.1007/s43037-019-00005-5
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Park and Skoug established several integration by parts formulas involving analytic Feynman integrals, analytic Fourier-Feynman transforms, and the first variation of cylinder-type functionals of standard Brownian motion paths in Wiener space C-0[0, T]. In this paper, using a very general Cameron-Storvick theorem on the Wiener space C-0[0, T], we establish various integration by parts formulas involving generalized analytic Feynman integrals, generalized analytic Fourier-Feynman transforms, and the first variation (associated with Gaussian processes) of functionals F on C-0[0, T] having the form F(x) = f (alpha(1), x),..., (alpha(n), x)) for scale-invariant almost every x is an element of C-0[0, T], where (alpha, x) denotes the Paley-Wiener-Zygmund stochastic integral integral(T)(0) alpha(t)dx(t), and {alpha(1),...,alpha(n)} is an orthogonal set of nonzero functions in L-2[0, T]. The Gaussian processes used in this paper are not stationary.
引用
收藏
页码:503 / 523
页数:21
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