Mathematics, Department of
Date of this Version
10-7-1997
Citation
Internat. J. Math. & Math. Sci. Vol. 22, No. 1 (1999) 191–204 S 0161-1712-99-22191-6
Abstract
In this paper, we establish several interesting relationships involving the Fourier-Feynman transform, the convolution product, and the first variation for functional F on Wiener space of the form
F(x) = f((?α1,x),...,(αn,x)),
where (αj,x) denotes the Paley-Wiener-Zygmund stochastic integral f0 αj(t)dx(t).
COinS
Comments
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