Relationships among transforms, convolutions, and first variations
type: Item
instance of: scholarly article
title: Relationships among transforms, convolutions, and first variations
zbMATH Open document ID: 1030.28007
DOI: 10.1155/S0161171299221916
author: Jeong Gyoo Kim
author: Jung Won Ko
author: Chull Park
author: David Skoug
published in: International Journal of Mathematics and Mathematical Sciences
publication date: 2004-02-18T00:00:00Z
full work available at URL: https://eudml.org/doc/50540
review text: Summary: In this paper, we establish several interesting relationships involving the Fourier-Feynman transform, the convolution product, and the first variation for functionals \(F\) on the Wiener space of the form \(F(x)= f(\langle\alpha_1,x\rangle,\dots,\langle\alpha_n,x\rangle)\), where \(\langle\alpha_j,x\rangle\) denotes the Paley-Wiener-Zygmund stochastic integral \(\int^T_0\alpha_j(t) dx(t)\).
Mathematics Subject Classification ID: 28C20
Mathematics Subject Classification ID: 46F25
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 1275572
zbMATH Keywords: Fourier-Feynman transform
zbMATH Keywords: convolution product
zbMATH Keywords: first variation for functionals
zbMATH Keywords: Wiener space
zbMATH Keywords: Paley-Wiener-Zygmund stochastic integral
MaRDI profile type: Publication
OpenAlex ID: W2008180008
description: scientific article; zbMATH DE number 1275572