Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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A TRANSLATION THEOREM FOR THE GENERALIZED FOURIER-FEYNMAN TRANSFORM ASSOCIATED WITH GAUSSIAN PROCESS ON FUNCTION SPACE

  • Received : 2015.05.23
  • Published : 2016.09.01
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Abstract

In this paper we define a generalized analytic Fourier-Feynman transform associated with Gaussian process on the function space $C_{a,b}[0,T]$. We establish the existence of the generalized analytic Fourier-Feynman transform for certain bounded functionals on $C_{a,b}[0,T]$. We then proceed to establish a translation theorem for the generalized transform associated with Gaussian process.

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References

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