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ISSN : 1226-0657

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Vol.28 No.2
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A New Analytic Fourier-Feynman Transform w.r.t. Subordinate Brownian Motion

Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics / Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics, (P)1226-0657; (E)2287-6081
2021, v.28 no.2, pp.119-142
https://doi.org/https://doi.org/10.7468/jksmeb.2021.28.2.119
El Koufi, Mohamed
El, K. M. (2021). A New Analytic Fourier-Feynman Transform w.r.t. Subordinate Brownian Motion. Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics, 28(2), 119-142, https://doi.org/https://doi.org/10.7468/jksmeb.2021.28.2.119
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Abstract

In this paper, we first introduce a new L<sub>p</sub> analytic Fourier-Feynman transform with respect to subordinate Brownian motion (AFFTSB), which extends the Fourier-Feynman transform in the Wiener space. We next examine several relationships involving the L<sub>p</sub>-AFFTSB, the convolution product, and the gradient operator for several types of functionals.

keywords
subordinate Brownian motion, analytic Fourier-Feynman transform

Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics

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