Multiple generalized analytic Fourier-Feynman transform via rotation of Gaussian paths on function space (Q2341475)

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Multiple generalized analytic Fourier-Feynman transform via rotation of Gaussian paths on function space
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    Multiple generalized analytic Fourier-Feynman transform via rotation of Gaussian paths on function space (English)
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    24 April 2015
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    A multiple generalized analytic Fourier-Feynman transform is introduced in the context of Brownian motion. Actually, what we see here is a generalized Brownian motion process, a Gaussian process on some function space. The concept of \textit{analytic Feynman integral} on the classical Wiener space was introduced by R. H. Cameron, while the concept of the analytic Fourier-Feynman transform was introduced by M. D. Brue. Since then both concepts have been used and further developed in a great deal of published articles by mathematicians. Normally, the Wiener process is stationary in time and free of drift, while the Gaussian process used in recent articles is non-stationary but still free of a drift. The stochastic process introduced in the present paper is both non-stationary and contains some drift. Section 1 of this article provides a general introduction into the subject. Section 2 lists some preliminaries. Section 3 introduces the stochastic integral in the context of Gaussian processes. Section 4 studies the generalized analytic Fourier-Feynman transform. Section 5 defines a Fresnel type Banach algebra, while Section 6 introduces an iterated generalized Fourier-Feynman transform with Gaussian paths. Finally, in Section 7, the authors study a \textit{multiple version} of this transform.
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    generalized Brownian motion
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    generalized analytic Feynman integral
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    generalized analytic Fourier-Feynman transform
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    multiple Fourier-Fourier-Feynman transform
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