A space of generalized Brownian motion path-valued continuous functions with application

Publication date 29 March 2019

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integration on abstract linear spaces (46G12) Brownian motion (60J65)

Abstract: In this paper, we introduce the paths space

m a t h c a l C_{0}^{m a t h r m g B m}

which is consists of generalized Brownian motion path-valued continuous functions on

[0, T]

. We next present several relevant examples of the paths space integral. We then discuss the concept of the analytic Feynman integration theory for functionals

F

on the paths space

m a t h c a l C_{0}^{m a t h r m g B m}

.

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