Cameron-Storvick theorem associated with Gaussian paths on function space
Probability
2021-04-19 v2
Abstract
The purpose of this paper is to provide a more general Cameron-Storvick theorem for the generalized analytic Feynman integral associated with Gaussian process on a very general Wiener space . The general Wiener space can be considered as the set of all continuous sample paths of the generalized Brownian motion process determined by continuous functions and on . As an interesting application, we apply this theorem to evaluate the generalized analytic Feynman integral of certain monomials in terms of Paley-Wiener-Zygmund stochastic integrals.
Keywords
Cite
@article{arxiv.2104.06542,
title = {Cameron-Storvick theorem associated with Gaussian paths on function space},
author = {Jae Gil Choi},
journal= {arXiv preprint arXiv:2104.06542},
year = {2021}
}