Relationships among transforms, convolutions, and first variations

Jeong Gyoo Kim, Jung Won Ko, Chull Park and David Skoug

International Journal of Mathematics and Mathematical Sciences, 1999, vol. 22, 1-14

Abstract:

In this paper, we establish several interesting relationships involving the Fourier-Feynman transform, the convolution product, and the first variation for functionals F on Wiener space of the form F ( x ) = f ( 〈 α 1 , x 〉 , … , 〈 α n , x 〉 ) , ( * ) where 〈 α j , x 〉 denotes the Paley-Wiener-Zygmund stochastic integral ∫ 0 T α j ( t ) d x ( t ) .

Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:173090

DOI: 10.1155/S0161171299221916

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