A Rotation on Wiener Space with Applications
Author(s) -
Jae Gil Choi,
Seung Jun Chang
Publication year - 2012
Publication title -
isrn applied mathematics
Language(s) - English
Resource type - Journals
eISSN - 2090-5572
pISSN - 2090-5564
DOI - 10.5402/2012/578174
Subject(s) - classical wiener space , integral representation theorem for classical wiener space , feynman integral , convolution (computer science) , mathematics , fourier transform , product (mathematics) , wiener filter , convolution theorem , rotation (mathematics) , functional integration , space (punctuation) , feynman diagram , mathematical analysis , pure mathematics , fractional fourier transform , fourier analysis , wiener process , computer science , integral equation , geometry , mathematical physics , algorithm , operating system , machine learning , artificial neural network
We first investigate a rotation property of Wiener measure on the product of Wiener spaces. Next, using the concept of the generalized analytic Feynman integral, we define a generalized Fourier-Feynman transform and a generalized convolution product for functionals on Wiener space. We then proceed to establish a fundamental result involving the generalized transform and the generalized convolution product.
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