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A REPRESENTATION FOR THE INVERSE GENERALISED FOURIER–FEYNMAN TRANSFORM VIA CONVOLUTION PRODUCT ON FUNCTION SPACE

Part of: Set functions and measures on spaces with additional structure Harmonic analysis in several variables Markov processes

Published online by Cambridge University Press:  05 January 2017

SEUNG JUN CHANG  and
JAE GIL CHOI
SEUNG JUN CHANG
Affiliation:
Department of Mathematics, Dankook University, Cheonan 330-714, Republic of Korea email [email protected]
JAE GIL CHOI*
Affiliation:
Department of Mathematics, Dankook University, Cheonan 330-714, Republic of Korea email [email protected]
*
✉[email protected]
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Abstract

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We study a representation for the inverse transform of the generalised Fourier–Feynman transform on the function space $C_{a,b}[0,T]$ which is induced by a generalised Brownian motion process. To do this, we define a transform via the concept of the convolution product of functionals on $C_{a,b}[0,T]$. We establish that the composition of these transforms acts like an inverse generalised Fourier–Feynman transform and that the transforms are vector space automorphisms of a vector space ${\mathcal{E}}(C_{a,b}[0,T])$. The vector space ${\mathcal{E}}(C_{a,b}[0,T])$ consists of exponential-type functionals on $C_{a,b}[0,T]$.

Keywords

generalised Brownian motion processGaussian processexponential-type functionalgeneralised analytic Fourier–Feynman transformconvolution product

MSC classification

Primary: 28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
Secondary: 42B10: Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type 60J65: Brownian motion
Type
Research Article
Information
Bulletin of the Australian Mathematical Society , Volume 95 , Issue 3 , June 2017 , pp. 424 - 435
Copyright
© 2017 Australian Mathematical Publishing Association Inc. 

Footnotes

This research was supported by the Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Science, ICT and Future Planning (2015R1C1A1A01051497) and the Ministry of Education (2015R1D1A1A01058224).

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