Mathematics, Department of

 

Document Type

Article

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

Comments

Electronic Publishing House

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).

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