Relationships among transforms, convolutions, and first variations
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 \(\int^T_0\alpha_j(t) dx(t)\).
Paley-Wiener-Zygmund stochastic integral
scientific article; zbMATH DE number 1275572