Relationships of convolution products, generalized transforms and the first variation on function space (Q1607890)

In this paper, the authors define the generalized Fourier-Feynman transform, the convolution product, and the first variation by using a generalized Brownian motion process. Then they examine all relationships involving exactly two of three concepts of the transform, convolution product and first variation of functionals in a Banach algebra \(S\) in the space of continuous functions \(x\) on \([0, T]\) with \(x(0) =0\). Finally, they examine all relationships involving all three of these concepts where each concept is used exactly once. These results subsume similar known results obtained by Huffman, Park, Skoug and Storvick for the standard Wiener process [\textit{T. Huffman, C. Park}, and \textit{D. Skoug}, [10] ``Analytic Fourier-Feynman transforms and convolution'', Trans. Am. Math. Soc. 347, No. 2, 661-673 (1995; Zbl 0880.28011), [11] ``Convolution and Fourier-Feynman transforms'', Rocky Mt. J. Math. 27, No. 3, 827-841 (1997; Zbl 0901.28010), [12] ``Generalized transforms and convolutions'', Int. J. Math. Sci. 20, No. 1, 19-32 (1997; Zbl 0982.28011)]). In fact, the authors extend the ideas of [10], [11], [12] from the Wiener process to a more general stochastic process. The Wiener process is free of drift and is stationary in time. However, the stochastic process considered in this paper is subject to drift and is nonstationary in time.