Photo from wikipedia
In this paper we define a more general convolution product (associated with Gaussian processes) of functionals on the function space \begin{document}$ C_{a, b}[0, T] $\end{document} . The function space \begin{document}$… Click to show full abstract
In this paper we define a more general convolution product (associated with Gaussian processes) of functionals on the function space \begin{document}$ C_{a, b}[0, T] $\end{document} . The function space \begin{document}$ C_{a, b}[0, T] $\end{document} is induced by a generalized Brownian motion process. Thus the Gaussian processes used in this paper are non-centered processes. We then develop the fundamental relationships between the generalized Fourier–Feynman transform associated with the Gaussian process and the convolution product.
Journal Title: Communications on Pure and Applied Analysis
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!