CONDITIONAL FOURIER-FEYNMAN TRANSFORM AND CONDITIONAL CONVOLUTION PRODUCT ASSOCIATED WITH VECTOR-VALUED CONDITIONING FUNCTION
Conditional Fourier-Feynman transform and conditional convolution product associated with vector-valued conditioning function
한국수학교육학회지시리즈B:순수및응용수학 / Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics, (P)1226-0657; (E)2287-6081
2023, v.30 no.2, pp.155-167
https://doi.org/https://doi.org/10.7468/jksmeb.2023.30.2.155
Ae Young Ko
(Basic Science and Mathematics Center, Dankook University)
Jae Gil Choi
(School of General Education, Dankook University)
Ae Young Ko,
&
Jae Gil Choi.
(2023). CONDITIONAL FOURIER-FEYNMAN TRANSFORM AND CONDITIONAL CONVOLUTION PRODUCT ASSOCIATED WITH VECTOR-VALUED CONDITIONING FUNCTION. 한국수학교육학회지시리즈B:순수및응용수학, 30(2), 155-167, https://doi.org/https://doi.org/10.7468/jksmeb.2023.30.2.155
Abstract
In this paper, we use a vector-valued conditioning function to define a conditional Fourier-Feynman transform (CFFT) and a conditional convolution product (CCP) on the Wiener space. We establish the existences of the CFFT and the CCP for bounded functionals which form a Banach algebra. We then provide fundamental relationships between the CFFTs and the CCPs.
- keywords
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Wiener space,
conditional Fourier-Feynman transform,
conditional convolution product,
Paley-Wiener-Zygmund stochastic integral