Relationships of convolution products, generalized transforms, and the first variation on function space
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 f...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2002-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/S0161171202006361 |
| Summary: | 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(Lab[0,T]). These results subsume similar known results obtained by
Park, Skoug, and Storvick (1998) for the standard Wiener process. |
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| ISSN: | 0161-1712 1687-0425 |