Generalized Cameron-Storvick type theorem via the bounded linear operators
J. Korean Math. Soc.
Published online April 1, 2020
Seung Jun Chang and Hyun Soo Chung
Dankook University
Abstract : In this paper, we establish the generalized Cameron-Storvick type theorem on function space. We then give relationships involving the generalized Cameron-Storvick type theorem, modified generalized integral transform and modified convolution product.
A motivation of studying the generalized Cameron-Storvick type theorem is to generalize formulas and results with respect to the modified generalized integral transform on function space. It lies as the foundation of analysis on function space, which is usually known as the Malliavin calculus, as effective theory of studying the translation theorem of exponential functionals.
Keywords : Generalized Brownian process, modified generalized integral transform, modified convolution product, first variation, translation theorem, Cameron-Strovick type theorem
MSC numbers : Primary 60J65, 28C20, 44A15, 46C07
Full-Text :


Copyright © Korean Mathematical Society. All Rights Reserved.
The Korea Science Technology Center (Rm. 411), 22, Teheran-ro 7-gil, Gangnam-gu, Seoul 06130, Korea
Tel: 82-2-565-0361  | Fax: 82-2-565-0364  | E-mail:   | Powered by INFOrang Co., Ltd