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http://dx.doi.org/10.4134/CKMS.2009.24.3.397

TRANSFORMS AND CONVOLUTIONS ON FUNCTION SPACE  

Chang, Seung-Jun (DEPARTMENT OF MATHEMATICS DANKOOK UNIVERSITY)
Choi, Jae-Gil (DEPARTMENT OF MATHEMATICS DANKOOK UNIVERSITY)
Publication Information
Communications of the Korean Mathematical Society / v.24, no.3, 2009 , pp. 397-413 More about this Journal
Abstract
In this paper, for functionals of a generalized Brownian motion process, we show that the generalized Fourier-Feynman transform of the convolution product is a product of multiple transforms and that the conditional generalized Fourier-Feynman transform of the conditional convolution product is a product of multiple conditional transforms. This allows us to compute the (conditional) transform of the (conditional) convolution product without computing the (conditional) convolution product.
Keywords
generalized Brownian motion process; generalized Fourier-Feynman transform; convolution product; conditional generalized Fourier-Feynman transform; conditional convolution product;
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