A Composition Formula for the Modified Analytic Function Space Fourier–Feynman Transform

Hyun Soo Chung ()
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Hyun Soo Chung: Department of Mathematics, Dankook University, Cheonan 31116, Republic of Korea

Mathematics, 2024, vol. 12, issue 19, 1-9

Abstract: Composition formula is one of the most important research topics in functional analysis theory. Various relationships can be obtained using the composition formula. Since the generalized Brownian motion process used in this paper has a non-zero mean function, there are many restrictions on obtaining a composition formula for the modified analytic function space Fourier–Feynman transform. This paper contains an idea of how the composition Formula (9) below is established for the modified analytic function space Fourier–Feynman transform on function space. Using this idea, we are able to solve a problem that had never been solved before.

Keywords: generalized Brownian motion process; Gaussian process; composition formula; analytic function space Fourier–Feynman transform (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2024
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