Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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CONDITIONAL FIRST VARIATION OVER WIENER PATHS IN ABSTRACT WIENER SPACE

  • Published : 2005.09.01
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Abstract

In this paper, we define the conditional first variation over Wiener paths in abstract Wiener space and investigate its properties. Using these properties, we also investigate relationships among first variation, conditional first variation, Fourier-Feynman transform and conditional Fourier-Feynman transforms of functions in a Banach algebra which is equivalent to the Fresnel class. Finally, we provide another method evaluating the Fourier-Feynman transform for the product of a function in the Banach algebra with n linear factors.

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References

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