English

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 Zk\mathcal Z_k on a very general Wiener space Ca,b[0,T]C_{a,b}[0,T]. The general Wiener space Ca,b[0,T]C_{a,b}[0,T] can be considered as the set of all continuous sample paths of the generalized Brownian motion process determined by continuous functions a(t)a(t) and b(t)b(t) on [0,T][0,T]. 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}
}
R2 v1 2026-06-24T01:08:34.148Z