Abstract
Park and Skoug established several integration by parts formulas involving analytic Feynman integrals, analytic Fourier–Feynman transforms, and the first variation of cylinder-type functionals of standard Brownian motion paths in Wiener space \(C_0[0,T]\). In this paper, using a very general Cameron–Storvick theorem on the Wiener space \(C_0[0,T]\), we establish various integration by parts formulas involving generalized analytic Feynman integrals, generalized analytic Fourier–Feynman transforms, and the first variation (associated with Gaussian processes) of functionals F on \(C_0[0,T]\) having the form
for scale-invariant almost every \(x\in C_0[0,T]\), where \(\langle {\alpha ,x}\rangle \) denotes the Paley–Wiener–Zygmund stochastic integral \(\int _0^T \alpha (t)dx(t)\), and \(\{\alpha _1,\ldots ,\alpha _n\}\) is an orthogonal set of nonzero functions in \(L_2[0,T]\). The Gaussian processes used in this paper are not stationary.
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The authors would like to thank the referee for his detailed comments which eliminated several minor errors.
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Communicated by Juan Seoane Sepúlveda.
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Chang, S.J., Choi, J.G. Parts formulas involving the Fourier–Feynman transform associated with Gaussian paths on Wiener space. Banach J. Math. Anal. 14, 503–523 (2020). https://doi.org/10.1007/s43037-019-00005-5
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DOI: https://doi.org/10.1007/s43037-019-00005-5
Keywords
- Cameron–Storvick theorem
- Gaussian process
- Generalized analytic Feynman integral
- Generalized analytic Fourier–Feynman transform
- First variation