A Fubini theorem on a function space and its applications (Q1943506)
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English | A Fubini theorem on a function space and its applications |
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A Fubini theorem on a function space and its applications (English)
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20 March 2013
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In the analysis, Fubini's theorem gives conditions enabling to compute a double integral via iterated single integrals. There are many known versions and generalizations of this theorem in the literature. To mention just a few of them, one is known as Tonelli's theorem, another as the Kuratowski-Ulam theorem, and a third version is due to Bourbaki. Also, Cameron and Storvick established an important result which allows evaluating Feynman integrals for unbounded functionals on a Wiener space used in the context of Brownian motion. The aim of the present paper is to establish still another version for functionals on a certain function space. The usefulness of the new type of Fubini's theorem is illustrated by an example in the context of the well-known Wiener integration formula.
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generalized Brownian motion process
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Fubini theorem
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Cameron-Storvick type theorem
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translation theorem
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first variation
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Wiener integration
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