A TRANSLATION THEOREM FOR THE GENERALISED ANALYTIC FEYNMAN INTEGRAL ASSOCIATED WITH GAUSSIAN PATHS

DOI10.1017/S0004972715000878zbMath1339.60064OpenAlexW2267474814MaRDI QIDQ2786588

Ae Young Ko, Jae Gil Choi, Seung Jun Chang

Publication date: 15 February 2016

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0004972715000878

zbMATH Keywords

Gaussian processFresnel-type classtranslation theoremgeneralised analytic Feynman integralgeneralised Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Stochastic integrals (60H05) Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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Cites Work

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• Conditional function space integrals with applications
• Transformations of Wiener integrals under translations
• Generalized Fourier-Feynman transforms and a first variation on function space
• Integration by parts formulas involving generalized Fourier-Feynman transforms on function space