In this paper, we study an analytic Yeh–Feynman integral and an analytic Yeh–Fourier–Feynman transform associated with Gaussian processes. Fubini theorems involving the generalized analytic Yeh–Feynman integrals are established. The Fubini theorems investigated in this paper are to express the iterated generalized Yeh–Feynman integrals associated with Gaussian processes as a single generalized Yeh–Feynman integral. Using our Fubini theorems, we next examined fundamental relationships (with extended versions) between generalized Yeh–Fourier–Feynman transforms and convolution products (with respect to Gaussian processes) of functionals on Yeh–Wiener space.

在本文中，我们研究了与高斯过程相关的解析Yeh-Feynman积分和解析Yeh-Fourier-Feynman变换。建立涉及广义解析Yeh-Feynman积分的Fubini定理。本文研究的Fubini定理是将与高斯过程相关的迭代广义Yeh-Feynman积分表示为单个广义Yeh-Feynman积分。接下来，使用我们的Fubini定理，我们研究了Yeh-Wiener空间上泛函Yeh-Fourier-Feynman变换与泛函乘积（关于高斯过程）之间的基本关系（具有扩展版本）。