Conditional Fourier-Feynman transform given infinite dimensional conditioning function on abstract Wiener space
Czechoslovak Mathematical Journal, Tome 73 (2023) no. 3, pp. 849-868
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We study a conditional Fourier-Feynman transform (CFFT) of functionals on an abstract Wiener space $(H,B,\nu )$. 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 $\mathcal F(B)$ and we finally investigate some Fubini theorems involving CFFT.
We study a conditional Fourier-Feynman transform (CFFT) of functionals on an abstract Wiener space $(H,B,\nu )$. 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 $\mathcal F(B)$ and we finally investigate some Fubini theorems involving CFFT.
DOI :
10.21136/CMJ.2023.0310-22
Classification :
28C20, 42B10, 46B09, 46G12
Keywords: abstract Wiener space; conditional Wiener integral; conditional Fourier-Feynman transform; Fubini theorem
Keywords: abstract Wiener space; conditional Wiener integral; conditional Fourier-Feynman transform; Fubini theorem
@article{10_21136_CMJ_2023_0310_22,
author = {Choi, Jae Gil and Shim, Sang Kil},
title = {Conditional {Fourier-Feynman} transform given infinite dimensional conditioning function on abstract {Wiener} space},
journal = {Czechoslovak Mathematical Journal},
pages = {849--868},
year = {2023},
volume = {73},
number = {3},
doi = {10.21136/CMJ.2023.0310-22},
mrnumber = {4632861},
zbl = {07729541},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.21136/CMJ.2023.0310-22/}
}
TY - JOUR AU - Choi, Jae Gil AU - Shim, Sang Kil TI - Conditional Fourier-Feynman transform given infinite dimensional conditioning function on abstract Wiener space JO - Czechoslovak Mathematical Journal PY - 2023 SP - 849 EP - 868 VL - 73 IS - 3 UR - http://geodesic.mathdoc.fr/articles/10.21136/CMJ.2023.0310-22/ DO - 10.21136/CMJ.2023.0310-22 LA - en ID - 10_21136_CMJ_2023_0310_22 ER -
%0 Journal Article %A Choi, Jae Gil %A Shim, Sang Kil %T Conditional Fourier-Feynman transform given infinite dimensional conditioning function on abstract Wiener space %J Czechoslovak Mathematical Journal %D 2023 %P 849-868 %V 73 %N 3 %U http://geodesic.mathdoc.fr/articles/10.21136/CMJ.2023.0310-22/ %R 10.21136/CMJ.2023.0310-22 %G en %F 10_21136_CMJ_2023_0310_22
Choi, Jae Gil; Shim, Sang Kil. Conditional Fourier-Feynman transform given infinite dimensional conditioning function on abstract Wiener space. Czechoslovak Mathematical Journal, Tome 73 (2023) no. 3, pp. 849-868. doi: 10.21136/CMJ.2023.0310-22
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