Journal of the
Korean Mathematical Society
JKMS

ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

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J. Korean Math. Soc. 2005; 42(5): 1031-1056

Printed September 1, 2005

Copyright © The Korean Mathematical Society.

Conditional first variation over Wiener paths in abstract Wiener space

Dong Hyun Cho

Kyonggi University

Abstract

In this paper, we define the conditional first variation over Wiener paths in abstract Wiener space and investigate its properties. Using these properties, we also investigate relationships among first variation, conditional first variation, Fourier-Feynman transform and conditional Fourier-Feynman transforms of functions in a Banach algebra which is equivalent to the Fresnel class. Finally, we provide another method evaluating the Fourier-Feynman transform for the product of a function in the Banach algebra with $n$ linear factors.

Keywords: conditional first variation, conditional Fourier-Feynman transform, first variation, Fourier-Feynman transform, Fresnel class, Wiener paths in abstract Wiener space

MSC numbers: 28C20