Bilateral Laplace-Feynman transform for cylinder functionals on Wiener space

被引:1
作者
Choi, Jae Gil [1 ]
Chang, Seung Jun [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
bilateral Laplace transform; analytic bilateral Laplace-Feynman transform; translation theorem; analytic Fourier-Feynman transform;
D O I
10.1080/10652469.2013.829472
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The aim of this paper is to introduce the analytic bilateral Laplace-Feynman transform for cylinder functionals on Wiener space. Using our translation theorem for the Wiener integral, we also examine the relationship between the bilateral Laplace-Feynman transform and the Fourier-Feynman transform.
引用
收藏
页码:148 / 162
页数:15
相关论文
共 11 条