Effect of drift of the generalized Brownian motion process: an example for the analytic Feynman integral (Q292094): Difference between revisions

The authors summarize the contents of this paper in the abstract as follows: In the theory of the analytic Feynman integral, the integrand is a functional of the standard Brownian motion process. In this note, we present an example of a bounded functional which is not Feynman integrable. The bounded functionals discussed in this note are defined in sample paths of the generalized Brownian motion process.

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reviewed by

Kun Soo Chang

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zbMATH Keywords

generalized Brownian motion process

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generalized analytic Feynman integral

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Fresnel-type class

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s00013-016-0899-x

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cites work

The Ilstow and Feynman integrals

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An \(L_2\) analytic Fourier-Feynman transform

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Convolution and Fourier-Feynman transforms

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CONDITIONAL GENERALIZED FOURIER-FEYNMAN TRANSFORM OF FUNCTIONALS IN A FRESNEL TYPE CLASS

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Integration by parts formulas involving generalized Fourier-Feynman transforms on function space

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A TRANSLATION THEOREM FOR THE GENERALISED ANALYTIC FEYNMAN INTEGRAL ASSOCIATED WITH GAUSSIAN PATHS

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A TRANSLATION THEOREM FOR THE GENERALIZED FOURIER-FEYNMAN TRANSFORM ASSOCIATED WITH GAUSSIAN PROCESS ON FUNCTION SPACE

0 references

Evaluation Formulas for Conditional Function Space Integrals I

0 references

Generalized Fourier-Feynman transforms, convolution products, and first variations on function space

0 references

Conditional function space integrals with applications

0 references

Integral transforms of functionals in \(L^{2}(C_{a,b}[0,T])\)

0 references

Conditional generalized analytic Feynman integrals and a generalized integral equation

0 references

\(L_2\)-sequential transforms on function space

0 references

Generalized Fourier-Feynman transforms and a first variation on function space

0 references

GENERALIZED FOURIER-FEYNMAN TRANSFORM AND SEQUENTIAL TRANSFORMS ON FUNCTION SPACE

0 references

Sequential generalized transforms on function space

0 references

Generalized analytic Fourier-Feynman transform of functionals in a Banach algebra \(\mathcal F^{a,b}_{A_{1},A_{2}}\)

0 references

GENERALIZED BROWNIAN MOTIONS WITH APPLICATION TO FINANCE

0 references

Generalized Feynman integrals via conditional Feynman integrals

0 references

A Fubini theorem on a function space and its applications

0 references

Space-Time Approach to Non-Relativistic Quantum Mechanics

0 references

Analytic Fourier-Feynman Transforms and Convolution

0 references

Convolutions and Fourier-Feynman transforms of functionals involving multiple integrals

0 references

The linear space of generalized Brownian motions with applications

0 references

A Banach algebra of Feynman integrable functionals with application to an integral equation formally equivalent to Schrödinger's equation

0 references

An \(L_p\) analytic Fourier-Feynman transform

0 references

Notes on the Feynman integral. III: The Schrödinger equation

0 references

Singularity of Gaussian measures on function spaces induced by Brownian motion processes with non-stationary increments

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Q4403502

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Identifiers

zbMATH Open document ID

1342.28028

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DOI

10.1007/s00013-016-0899-x

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:292094

@@ Property / review text @@
+The authors summarize the contents of this paper in the abstract as follows: In the theory of the analytic Feynman integral, the integrand is a functional of the standard Brownian motion process. In this note, we present an example of a bounded functional which is not Feynman integrable. The bounded functionals discussed in this note are defined in sample paths of the generalized Brownian motion process.
+Normal rank
@@ Property / reviewed by @@
+Kun Soo Chang
@@ Property / reviewed by: Kun Soo Chang / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C20
@@ Property / Mathematics Subject Classification ID: 28C20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J65
@@ Property / Mathematics Subject Classification ID: 60J65 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G12
@@ Property / Mathematics Subject Classification ID: 46G12 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6592049
@@ Property / zbMATH DE Number: 6592049 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+generalized Brownian motion process
@@ Property / zbMATH Keywords: generalized Brownian motion process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+generalized analytic Feynman integral
@@ Property / zbMATH Keywords: generalized analytic Feynman integral / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Fresnel-type class
@@ Property / zbMATH Keywords: Fresnel-type class / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00013-016-0899-x
+Normal rank
@@ Property / OpenAlex ID @@
+W2324971648
@@ Property / OpenAlex ID: W2324971648 / rank @@
+Normal rank
@@ Property / cites work @@
+The Ilstow and Feynman integrals
@@ Property / cites work: The Ilstow and Feynman integrals / rank @@
+Normal rank
@@ Property / cites work @@
+An \(L_2\) analytic Fourier-Feynman transform
@@ Property / cites work: An \(L_2\) analytic Fourier-Feynman transform / rank @@
+Normal rank
@@ Property / cites work @@
+Convolution and Fourier-Feynman transforms
@@ Property / cites work: Convolution and Fourier-Feynman transforms / rank @@
+Normal rank
@@ Property / cites work @@
+CONDITIONAL GENERALIZED FOURIER-FEYNMAN TRANSFORM OF FUNCTIONALS IN A FRESNEL TYPE CLASS
+Normal rank
@@ Property / cites work @@
+Integration by parts formulas involving generalized Fourier-Feynman transforms on function space
+Normal rank
@@ Property / cites work @@
+A TRANSLATION THEOREM FOR THE GENERALISED ANALYTIC FEYNMAN INTEGRAL ASSOCIATED WITH GAUSSIAN PATHS
+Normal rank
@@ Property / cites work @@
+A TRANSLATION THEOREM FOR THE GENERALIZED FOURIER-FEYNMAN TRANSFORM ASSOCIATED WITH GAUSSIAN PROCESS ON FUNCTION SPACE
+Normal rank
@@ Property / cites work @@
+Evaluation Formulas for Conditional Function Space Integrals I
+Normal rank
@@ Property / cites work @@
+Generalized Fourier-Feynman transforms, convolution products, and first variations on function space
+Normal rank
@@ Property / cites work @@
+Conditional function space integrals with applications
+Normal rank
@@ Property / cites work @@
+Integral transforms of functionals in \(L^{2}(C_{a,b}[0,T])\)
+Normal rank
@@ Property / cites work @@
+Conditional generalized analytic Feynman integrals and a generalized integral equation
+Normal rank
@@ Property / cites work @@
+\(L_2\)-sequential transforms on function space
@@ Property / cites work: \(L_2\)-sequential transforms on function space / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Fourier-Feynman transforms and a first variation on function space
+Normal rank
@@ Property / cites work @@
+GENERALIZED FOURIER-FEYNMAN TRANSFORM AND SEQUENTIAL TRANSFORMS ON FUNCTION SPACE
+Normal rank
@@ Property / cites work @@
+Sequential generalized transforms on function space
+Normal rank
@@ Property / cites work @@
+Generalized analytic Fourier-Feynman transform of functionals in a Banach algebra \(\mathcal F^{a,b}_{A_{1},A_{2}}\)
+Normal rank
@@ Property / cites work @@
+GENERALIZED BROWNIAN MOTIONS WITH APPLICATION TO FINANCE
+Normal rank
@@ Property / cites work @@
+Generalized Feynman integrals via conditional Feynman integrals
+Normal rank
@@ Property / cites work @@
+A Fubini theorem on a function space and its applications
+Normal rank
@@ Property / cites work @@
+Space-Time Approach to Non-Relativistic Quantum Mechanics
+Normal rank
@@ Property / cites work @@
+Analytic Fourier-Feynman Transforms and Convolution
+Normal rank
@@ Property / cites work @@
+Convolutions and Fourier-Feynman transforms of functionals involving multiple integrals
+Normal rank
@@ Property / cites work @@
+The linear space of generalized Brownian motions with applications
+Normal rank
@@ Property / cites work @@
+A Banach algebra of Feynman integrable functionals with application to an integral equation formally equivalent to Schrödinger's equation
+Normal rank
@@ Property / cites work @@
+An \(L_p\) analytic Fourier-Feynman transform
@@ Property / cites work: An \(L_p\) analytic Fourier-Feynman transform / rank @@
+Normal rank
@@ Property / cites work @@
+Notes on the Feynman integral. III: The Schrödinger equation
+Normal rank
@@ Property / cites work @@
+Singularity of Gaussian measures on function spaces induced by Brownian motion processes with non-stationary increments
+Normal rank
@@ Property / cites work @@
+Q4403502
@@ Property / cites work: Q4403502 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:292094