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Conditional first variation over Wiener paths in abstract Wiener space

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Abstract

In this paper, we define the conditional first variation overWiener paths in abstract Wiener space and investigate itsproperties. Using these properties, we also investigaterelationships among first variation, conditional first variation,Fourier-Feynman transform and conditional Fourier-Feynmantransforms of functions in a Banach algebra which is equivalentto the Fresnel class. Finally, we provide another methodevaluating the Fourier-Feynman transform for the product of afunction in the Banach algebra with n linear factors.

참고문헌 (15)

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