The Pure and Applied Mathematics (한국수학교육학회지시리즈B:순수및응용수학)

Korean Society of Mathematical Education (한국수학교육학회)
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A NEW ANALYTIC FOURIER-FEYNMAN TRANSFORM W.R.T. SUBORDINATE BROWNIAN MOTION

  • El Koufi, Mohamed (Department of Mathematics, Faculty of Science Semlalia, Cadi Ayyad University)
  • Received : 2021.03.16
  • Accepted : 2021.04.15
  • Published : 2021.05.31
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Abstract

In this paper, we first introduce a new Lp analytic Fourier-Feynman transform with respect to subordinate Brownian motion (AFFTSB), which extends the Fourier-Feynman transform in the Wiener space. We next examine several relationships involving the Lp-AFFTSB, the convolution product, and the gradient operator for several types of functionals.

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References

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