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

DOI10.4134/CKMS.C200297zbMATH Open1494.46039arXiv2001.05595MaRDI QIDQ5863005FDOQ5863005

David Skoug, Jae Gil Choi

Publication date: 10 March 2022

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.

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

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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)

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