ROTATION OF GAUSSIAN PATHS ON WIENER SPACE WITH APPLICATIONS

被引：8

作者：

Chang, Seung Jun ^{[1
]}

Choi, Jae Gil ^{[1
]}

机构：

[1] Dankook Univ, Dept Math, Cheonan 330714, South Korea

来源：

BANACH JOURNAL OF MATHEMATICAL ANALYSIS | 2018年 / 12卷 / 03期

关键词：

Gaussian process; rotation theorem; generalized analytic Fourier-Feynman transform; multiple generalized analytic Fourier-Feynman transform; FOURIER-FEYNMAN TRANSFORMS; SCALE-INVARIANT MEASURABILITY; INTEGRAL-EQUATION; CONVOLUTION;

D O I：

10.1215/17358787-2017-0057

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we first develop the rotation theorem of the Gaussian paths on Wiener space. We next analyze the generalized analytic Fourier-Feynman transform. As an application of our rotation theorem, we represent the multiple generalized analytic Fourier-Feynman transform as a single generalized Fourier-Feynman transform.

引用

页码：651 / 672

页数：22

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