English

Algebraic structure of the $L_2$ analytic Fourier-Feynman transform associated with Gaussian processes on Wiener space

Probability 2019-04-18 v2

Abstract

In this paper we study algebraic structures of the classes of the L2L_2 analytic Fourier-Feynman transforms on Wiener space. To do this we first develop several rotation properties of the generalized Wiener integral associated with Gaussian processes. We then proceed to analyze the L2L_2 analytic Fourier-Feynman transforms associated with Gaussian processes. Our results show that these L2L_2 analytic Fourier--Feynman transforms are actually linear operator isomorphisms from a Hilbert space into itself. We finally investigate the algebraic structures of these classes of the transforms on Wiener space, and show that they indeed are group isomorphic.

Keywords

Cite

@article{arxiv.1511.03564,
  title  = {Algebraic structure of the $L_2$ analytic Fourier-Feynman transform associated with Gaussian processes on Wiener space},
  author = {Seung Jun Chang and Jae Gil Choi and David Skoug},
  journal= {arXiv preprint arXiv:1511.03564},
  year   = {2019}
}

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19pages