A NEW ANALYTIC FOURIER-FEYNMAN TRANSFORM W.R.T. SUBORDINATE BROWNIAN MOTION
A New Analytic Fourier-Feynman Transform w.r.t. Subordinate Brownian Motion
한국수학교육학회지시리즈B:순수및응용수학 / 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
(Department of Mathematics, Faculty of Science Semlalia, Cadi Ayyad University)
El Koufi, Mohamed.
(2021). A NEW ANALYTIC FOURIER-FEYNMAN TRANSFORM W.R.T. SUBORDINATE BROWNIAN MOTION. 한국수학교육학회지시리즈B:순수및응용수학, 28(2), 119-142, https://doi.org/https://doi.org/10.7468/jksmeb.2021.28.2.119
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
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subordinate Brownian motion,
analytic Fourier-Feynman transform