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Document Type

Article

Date of this Version

1997

Citation

Rocky Mountain Journal of Mathematics Volume 27, Number 3, Summer 1997

Comments

Copyright © 1997 Rocky Mountain Mathematics Consortium

Abstract

In this paper, for a class of funtionals on Wiener space of the form F(x) = exp{∫T0 f(t, x(t)) dt}, we show that the Fourier-Feynman transform of the convolution product is a product of Fourier-Feynman transforms. This allows us to compute the transform of the convolution product without computing the convolution product.

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