Abstract
Let C[0, t] denote a generalized Wiener space, the space of real-valued continuous functions on the interval [0, t], and define a random vector Zn: C[0, t] → Rn+1 by Zn(x)=(x(0)+a(0),∫ot1h(s)dx(s)+x(0)+a(t1),..,∫0tnh(s)dx(s)+x(0)+a(tn)), where a ∈ C[0, t], h ∈ L2[0, t], and 0 < t1 <.. < tn ≤ t is a partition of [0, t]. Using simple formulas for generalized conditional Wiener integrals, given Zn we will evaluate the generalized analytic conditional Wiener and Feynman integrals of the functions F in a Banach algebra which corresponds to Cameron-Storvick’s Banach algebra S. Finally, we express the generalized analytic conditional Feynman integral of F as a limit of the non-conditional generalized Wiener integral of a polygonal function using a change of scale transformation for which a normal density is the kernel. This result extends the existing change of scale formulas on the classical Wiener space, abstract Wiener space and the analogue of the Wiener space C[0, t].
| Original language | English |
|---|---|
| Pages (from-to) | 609-628 |
| Number of pages | 20 |
| Journal | Czechoslovak Mathematical Journal |
| Volume | 67 |
| Issue number | 3 |
| DOIs | |
| State | Published - 1 Sep 2017 |
Keywords
- analogue of Wiener space
- analytic conditional Feynman integral
- change of scale formula
- conditional Wiener integral
- Wiener integral
Fingerprint
Dive into the research topics of 'Relationships between generalized Wiener integrals and conditional analytic Feynman integrals over continuous paths'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver