Relationships of convolution products, generalized transforms, and the first variation on function space

Seung Jun Chang and Jae Gil Choi

International Journal of Mathematics and Mathematical Sciences, 2002, vol. 29, 1-18

Abstract:

We use a generalized Brownian motion process to define the generalized Fourier-Feynman transform, the convolution product, and the first variation. We then examine the various relationships that exist among the first variation, the generalized Fourier-Feynman transform, and the convolution product for functionals on function space that belong to a Banach algebra S ( L a b [ 0 , T ] ) . These results subsume similar known results obtained by Park, Skoug, and Storvick (1998) for the standard Wiener process.

Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:159548

DOI: 10.1155/S0161171202006361

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