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A REPRESENTATION FOR THE INVERSE GENERALISED FOURIER–FEYNMAN TRANSFORM VIA CONVOLUTION PRODUCT ON FUNCTION SPACE

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We study a representation for the inverse transform of the generalised Fourier–Feynman transform on the function space $C_{a,b}[0,T]$ which is induced by a generalised Brownian motion process. To do this,… Click to show full abstract

We study a representation for the inverse transform of the generalised Fourier–Feynman transform on the function space $C_{a,b}[0,T]$ which is induced by a generalised Brownian motion process. To do this, we define a transform via the concept of the convolution product of functionals on $C_{a,b}[0,T]$ . We establish that the composition of these transforms acts like an inverse generalised Fourier–Feynman transform and that the transforms are vector space automorphisms of a vector space ${\mathcal{E}}(C_{a,b}[0,T])$ . The vector space ${\mathcal{E}}(C_{a,b}[0,T])$ consists of exponential-type functionals on $C_{a,b}[0,T]$ .

Keywords: space; feynman transform; inverse; fourier feynman; generalised fourier; transform

Journal Title: Bulletin of the Australian Mathematical Society
Year Published: 2017

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