Abstract
In this paper we investigated a relationship between the analytic generalized Fourier–Feynman transform associated with Gaussian process and the function space integral for exponential type functionals on the function space \(C_{a,b}[0,T]\). The function space \(C_{a,b}[0,T]\) can be induced by a generalized Brownian motion process. The Gaussian processes used in this paper are neither centered nor stationary.
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The author would like to express his gratitude to the editor and the referees for their valuable comments and suggestions which have improved the original paper.
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Choi, J.G. Relationship Between the Analytic Generalized Fourier–Feynman Transform and the Function Space Integral. Results Math 76, 108 (2021). https://doi.org/10.1007/s00025-021-01421-6
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DOI: https://doi.org/10.1007/s00025-021-01421-6
Keywords
- generalized Brownian motion process
- analytic generalized Fourier–Feynman transform
- Gaussian process
- exponential type functional