Sequential transforms associated with Gaussian processes on function space

DOI10.1142/S0129167X16500312zbMath1341.60078OpenAlexW2276052806MaRDI QIDQ2807994

Jae Gil Choi, Seung Jun Chang, Hyun Soo Chung

Publication date: 25 May 2016

Published in: International Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0129167x16500312

zbMATH Keywords

Gaussian processgeneralized Brownian motionsequential transformsgeneralized analytic \(\mathcal Z_k\)-Feynman integralgeneralized analytic \(\mathcal Z_k\)-Fourier-Feynman transform

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10) Stochastic integrals (60H05) Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Stochastic analysis (60H99)

Related Items (1)

Translation theorem for function space integral associated with Gaussian paths and applications

Cites Work

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• A Kac-Feynman integral equation for conditional Wiener integrals
• Multiple generalized analytic Fourier-Feynman transform via rotation of Gaussian paths on function space
• Singularity of Gaussian measures on function spaces induced by Brownian motion processes with non-stationary increments
• A TRANSLATION THEOREM FOR THE GENERALIZED FOURIER-FEYNMAN TRANSFORM ASSOCIATED WITH GAUSSIAN PROCESS ON FUNCTION SPACE
• Integration by parts formulas involving generalized Fourier-Feynman transforms on function space

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