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CONDITIONAL FOURIER-FEYNMAN TRANSFORMS OF VARIATIONS OVER WIENER PATHS IN ABSTRACT WIENER SPACE

  • Published : 2006.09.30

Abstract

In this paper, we evaluate first variations, conditional first variations and conditional Fourier-Feynman transforms of cylinder type functions over Wiener paths in abstract Wiener space and then, investigate relationships among first variation, conditional first variation, Fourier-Feynman transform and conditional Fourier-Feynman transform of those functions. Finally, we derive the conditional Fourier-Feynman transform for the product of cylinder type function which defines the functions in a Banach algebra introduced by Yoo, with n linear factors.

Keywords

References

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