A Cameron-Storvick theorem on C_a,b^2 [0,T] with applications

DOI10.4134/CKMS.C200297MaRDI QIDQ5863005zbMATH OpenFDO

Authors Jae Gil Choi, David Skoug

Publication date 10 March 2022

Full work available at URL https://arxiv.org/abs/2001.05595

zbMATH Keywords

Cameron-Storvick theoremgeneralized analytic Feynman integralgeneralized Brownian motion processKallianpur and Bromley Fresnel classproduct function space

Mathematics Subject Classification ID

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

Abstract: The purpose of this paper is to establish a very general Cameron-Storvick theorem involving the generalized analytic Feynman integral of functionals on the product function space $C_{a,b}^2[0,T]$. The function space $C_{a,b}[0,T]$ can be induced by the generalized Brownian motion process associated with continuous functions $a$ and $b$. To do this we first introduce the class $mathcal{F}_{A_1,A_2}^{,,a,b}$ of functionals on $C_{a,b}^2[0,T]$ which is a generalization of the Kallianpur and Bromley Fresnel class $mathcal{F}_{A_1,A_2}$. We then proceed to establish a Cameron-Storvick type theorem on the product function space $C_{a,b}^2[0,T]$. Finally we use our Cameron--Storvick type theorem to obtain several meaningful results and examples.

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Cited in

(4)

• Generalized Cameron-Storvick theorem and its applications
• Translation theorems for the Fourier-Feynman transform on the product function space \(C_{a,b}^2[0,T]\)
• Generalized Cameron-Storvick type theorem via the bounded linear operators
• Cameron-Storvick theorem associated with Gaussian paths on function space

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