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TRANSFORMS AND CONVOLUTIONS ON FUNCTION SPACE
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 Title & Authors
TRANSFORMS AND CONVOLUTIONS ON FUNCTION SPACE
Chang, Seung-Jun; Choi, Jae-Gil;
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 Abstract
In this paper, for functionals of a generalized Brownian motion process, we show that the generalized Fourier-Feynman transform of the convolution product is a product of multiple transforms and that the conditional generalized Fourier-Feynman transform of the conditional convolution product is a product of multiple conditional transforms. This allows us to compute the (conditional) transform of the (conditional) convolution product without computing the (conditional) convolution product.
 Keywords
generalized Brownian motion process;generalized Fourier-Feynman transform;convolution product;conditional generalized Fourier-Feynman transform;conditional convolution product;
 Language
English
 Cited by
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