Conditional generalized Fourier-Feynman transforms on function space and an application
conditional generalized Fourier-Feynman transformexponential type functionalsgeneralized Brownian motion processgeneralized Fourier-Feynman transform
Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10) Special integral transforms (Legendre, Hilbert, etc.) (44A15) Probabilistic methods in Banach space theory (46B09) Measures and integration on abstract linear spaces (46G12) Stochastic integrals (60H05)
This paper contributes to the theory of generalized Fourier-Feynman transforms on the function space \( C_{a,b}[0,T] \), which is induced by a generalized Brownian motion. The primary aim is to extend the existing framework by introducing and analyzing a conditional version of this transform. One of the achievements of the paper is the explicit expression for the CGFFT of functionals of the form of the exponent of Paley-Wiener-Zygmund integral. Another result obtains the inverse form of the conditional transform.
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