Conditional Fourier-Feynman transform given infinite dimensional conditioning function on abstract Wiener space

We study a conditional Fourier-Feynman transform (CFFT) of functionals on an abstract Wiener space ( H , B , v ). An infinite dimensional conditioning function is used to define the CFFT. To do this, we first present a short survey of the conditional Wiener integral concerning the topic of this pape...

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Vydáno v:Czechoslovak mathematical journal Ročník 73; číslo 3; s. 849 - 868
Hlavní autoři: Choi, Jae Gil, Shim, Sang Kil
Médium: Journal Article
Jazyk:angličtina
Vydáno: Berlin/Heidelberg Springer Berlin Heidelberg 01.10.2023
Springer Nature B.V
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ISSN:0011-4642, 1572-9141
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Shrnutí:We study a conditional Fourier-Feynman transform (CFFT) of functionals on an abstract Wiener space ( H , B , v ). An infinite dimensional conditioning function is used to define the CFFT. To do this, we first present a short survey of the conditional Wiener integral concerning the topic of this paper. We then establish evaluation formulas for the conditional Wiener integral on the abstract Wiener space B . Using the evaluation formula, we next provide explicit formulas for CFFTs of functionals in the Kallianpur and Bromley Fresnel class ℱ ( B ) and we finally investigate some Fubini theorems involving CFFT.
Bibliografie:ObjectType-Article-1
SourceType-Scholarly Journals-1
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ISSN:0011-4642
1572-9141
DOI:10.21136/CMJ.2023.0310-22