Conditional Fourier-Feynman Transforms with Drift on a Function Space

In this paper we derive change of scale formulas for conditional analytic Fourier-Feynman transforms and conditional convolution products of the functions which are the products of generalized cylinder functions and the functions in a Banach algebra which is the space of generalized Fourier transfor...

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Main Authors: Dong Hyun Cho, Suk Bong Park
Format: Article
Language:English
Published: Wiley 2019-01-01
Series:Journal of Function Spaces
Online Access:http://dx.doi.org/10.1155/2019/9483724
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author Dong Hyun Cho
Suk Bong Park
author_facet Dong Hyun Cho
Suk Bong Park
author_sort Dong Hyun Cho
collection DOAJ
description In this paper we derive change of scale formulas for conditional analytic Fourier-Feynman transforms and conditional convolution products of the functions which are the products of generalized cylinder functions and the functions in a Banach algebra which is the space of generalized Fourier transforms of the complex Borel measures on L2[0,T] using two simple formulas for conditional expectations with a drift on an analogue of Wiener space. Then we prove that the conditional transform of the conditional convolution product can be expressed by the product of the conditional transforms of each function. Finally we establish various changes of scale formulas for the conditional transforms and the conditional convolution products.
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institution Kabale University
issn 2314-8896
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language English
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spelling doaj-art-354077301017424085d641e7ca7d5dd92025-02-03T01:26:26ZengWileyJournal of Function Spaces2314-88962314-88882019-01-01201910.1155/2019/94837249483724Conditional Fourier-Feynman Transforms with Drift on a Function SpaceDong Hyun Cho0Suk Bong Park1Department of Mathematics, Kyonggi University, Suwon 16227, Republic of KoreaDepartment of Mathematics, Korea Military Academy, PO Box 77-1, Seoul, Republic of KoreaIn this paper we derive change of scale formulas for conditional analytic Fourier-Feynman transforms and conditional convolution products of the functions which are the products of generalized cylinder functions and the functions in a Banach algebra which is the space of generalized Fourier transforms of the complex Borel measures on L2[0,T] using two simple formulas for conditional expectations with a drift on an analogue of Wiener space. Then we prove that the conditional transform of the conditional convolution product can be expressed by the product of the conditional transforms of each function. Finally we establish various changes of scale formulas for the conditional transforms and the conditional convolution products.http://dx.doi.org/10.1155/2019/9483724
spellingShingle Dong Hyun Cho
Suk Bong Park
Conditional Fourier-Feynman Transforms with Drift on a Function Space
Journal of Function Spaces
title Conditional Fourier-Feynman Transforms with Drift on a Function Space
title_full Conditional Fourier-Feynman Transforms with Drift on a Function Space
title_fullStr Conditional Fourier-Feynman Transforms with Drift on a Function Space
title_full_unstemmed Conditional Fourier-Feynman Transforms with Drift on a Function Space
title_short Conditional Fourier-Feynman Transforms with Drift on a Function Space
title_sort conditional fourier feynman transforms with drift on a function space
url http://dx.doi.org/10.1155/2019/9483724
work_keys_str_mv AT donghyuncho conditionalfourierfeynmantransformswithdriftonafunctionspace
AT sukbongpark conditionalfourierfeynmantransformswithdriftonafunctionspace