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http://dx.doi.org/10.7468/jksmeb.2021.28.2.119

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)
Publication Information
The Pure and Applied Mathematics / v.28, no.2, 2021 , pp. 119-142 More about this Journal
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.
Keywords
subordinate Brownian motion; analytic Fourier-Feynman transform;
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