期刊名称:International Journal of Mathematics and Mathematical Sciences
印刷版ISSN:0161-1712
电子版ISSN:1687-0425
出版年度:2002
卷号:29
DOI:10.1155/S0161171202006361
出版社:Hindawi Publishing Corporation
摘要:We use a generalized Brownian motion process to define the
generalized Fourier-Feynman transform, the convolution product,
and the first variation. We then examine the various
relationships that exist among the first variation, the generalized
Fourier-Feynman transform, and the convolution product for
functionals on function space that belong to a Banach algebra
S(Lab[0,T]). These results subsume similar known results obtained by
Park, Skoug, and Storvick (1998) for the standard Wiener process.