A new analytic Fourier-Feynman transform w.r.t. subordinate Brownian motion

DOI10.7468/JKSMEB.2021.28.2.119MaRDI QIDQ5087366FDOQ5087366

Authors: Mohamed El Koufi 

Publication date: 11 July 2022

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zbMATH Keywords

subordinate Brownian motionanalytic Fourier-Feynman transform

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) 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)

Cites Work

• Lévy Processes and Stochastic Calculus
• Bernstein functions. Theory and applications
• Title not available (Why is that?)
• An \(L_2\) analytic Fourier-Feynman transform
• An \(L_p\) analytic Fourier-Feynman transform
• Integration by parts formulas involving generalized Fourier-Feynman transforms on function space
• Generalized Fourier-Feynman transforms, convolution products, and first variations on function space
• A survey of results involving transforms and convolutions in function space
• On a Cameron-Martin type quasi-invariance theorem and applications to subordinate Brownian motion
• Relationships among transforms, convolutions, and first variations
• Rotation of Gaussian paths on Wiener space with applications
• A new approach method to obtain the \(L_1\) generalized analytic Fourier-Feynman transform

Cited In (1)

• A new aspect of the analytic Fourier-Feynman transform and its applications

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