Cameron-Storvick theorem associated with Gaussian paths on function space

DOI10.3906/MAT-2104-90MaRDI QIDQ5097745zbMATH OpenOpenAlexFDO

Authors Jae Gil Choi

Publication date 1 September 2022

Published in Turkish Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2104.06542

zbMATH Keywords

Paley-Wiener-Zygmund stochastic integral

Mathematics Subject Classification ID

Gaussian processes (60G15) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integration on abstract linear spaces (46G12) Probabilistic methods in Banach space theory (46B09)

Abstract: The purpose of this paper is to provide a more general Cameron-Storvick theorem for the generalized analytic Feynman integral associated with Gaussian process $mathcal{Z}_k$ on a very general Wiener space $C_{a,b}[0,T]$. The general Wiener space $C_{a,b}[0,T]$ can be considered as the set of all continuous sample paths of the generalized Brownian motion process determined by continuous functions $a(t)$ and $b(t)$ on $[0,T]$. As an interesting application, we apply this theorem to evaluate the generalized analytic Feynman integral of certain monomials in terms of Paley-Wiener-Zygmund stochastic integrals.

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Cited in

(4)

• Generalized Cameron-Storvick theorem and its applications
• Generalized Cameron-Storvick type theorem via the bounded linear operators
• A Cameron-Storvick theorem on \(C_{a,b}^2 [0,T]\) with applications
• Applications to the Cameron-Storvick type theorem with respect to the Gaussian process

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