LAUSR

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 on a very general Wiener space Ca,b[0, T ]. The general Wiener space Ca,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) and b(t) on [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.