Analytic Fourier-Feynman transforms and convolution products associated with Gaussian processes on Wiener space

DOI10.1215/17358787-2017-0017zbMATH Open1382.28010arXiv1511.04307OpenAlexW3104601245MaRDI QIDQ1697686FDOQ1697686

Authors: Seung Jun Chang, Jae Gil Choi 

Publication date: 20 February 2018

Published in: Banach Journal of Mathematical Analysis (Search for Journal in Brave)

Abstract: In this paper we introduce the concept of a convolution type operation of functionals on Wiener space. It contains several kinds of the concepts of convolution products on Wiener space, which have been studied by many authors. We then investigate fundamental relationships between generalized analytic Fourier--Feynman transforms and convolution type operations. Both of the generalized analytic Fourier--Feynman transform of the convolution type operation and the convolution type operation of the generalized analytic Fourier--Feynman transforms are represented as a product of the generalized analytic Fourier--Feynman transforms.

Full work available at URL: https://arxiv.org/abs/1511.04307

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• scientific article; zbMATH DE number 5036916

zbMATH Keywords

Gaussian processWiener spacegeneralized analytic Fourier-Feynman transformgeneralized convolution products

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integration on abstract linear spaces (46G12)

Cited In (11)

• Translation theorem for function space integral associated with Gaussian paths and applications
• Generalized transforms and generalized convolution products associated with Gaussian paths on function space
• Generalized analytic Fourier-Feynman transforms with respect to Gaussian processes on function space
• Yeh-Fourier-Feynman transforms and convolutions associated with Gaussian processes
• Generalized Fourier-Feynman transforms and generalized convolution products on Wiener space. II
• Translation theorems for the analytic Fourier-Feynman transform associated with Gaussian paths on Wiener space
• Algebraic structure of the \(L_2\) analytic Fourier-Feynman transform associated with Gaussian paths on Wiener space
• Generalized convolution and generalized Fourier-Wiener transform on abstract Wiener space
• Generalized first variation and generalized sequential Fourier-Feynman transform
• Analytic Fourier-Feynman transforms associated with bounded linear operators on abstract Wiener spaces
• Series expansions of the transform with respect to the Gaussian process

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