Generalized Fourier-Feynman transform and sequential transforms on function space (Q2914426)

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scientific article; zbMATH DE number 6084170
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Generalized Fourier-Feynman transform and sequential transforms on function space
scientific article; zbMATH DE number 6084170

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    19 September 2012
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    generalized Brownian motion process
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    Paley-Wiener-Zygmund stochastic integral
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    cylinder functional
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    generalized Fourier-Feynman transform
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    sequential \(\mathcal{P}\)-transform
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    sequential \(\mathcal{N}\)-transform
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    Generalized Fourier-Feynman transform and sequential transforms on function space (English)
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    In this paper, the authors investigate the existence of the generalized Fourier-Feynman transform for bounded cylidrical functionals of the form \(F\) given by NEWLINE\[NEWLINEF(x)=\hat{\nu}((e_1, x)^{\sim}, \ldots, (e_n, x)^{\sim}),NEWLINE\]NEWLINE where \((e,x)^{\sim}\) denotes the Paley-Wiener-Zygmund stochastic integral with \(x\) in a very general function space \(C_{a,b}[0,T]\) and \(\hat\nu\) is the Fourier transform of a complex measure \(\nu\) on \(\mathcal{B}(\mathbb R^n)\) with finite total variation. They then define two sequential transforms of such cylinder functional. Finally, they establish that the one is to identify the generalized Fourier-Feynman transform and the other transform acts like an inverse generalized Fourier-Feynman transform.
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