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arXiv · 2104.06542

Cameron-Storvick theorem associated with Gaussian paths on function space

Jae Gil Choi
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Abstract

The purpose of this paper is to provide a more general Cameron-Storvick theorem for the generalized analytic Feynman integral associated with Gaussian process $\mathcal Z_k$ on a very general Wiener space $C_{a,b}[0,T]$. The general Wiener space $C_{a,b}[0,T]$ can be considered as the set of all continuous sample paths of the generalized Brownian motion process determined by continuous functions $a(t)$ and $b(t)$ on $[0,T]$. As an interesting application, we apply this theorem to evaluate the generalized analytic Feynman integral of certain monomials in terms of Paley-Wiener-Zygmund stochastic integrals.

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Jae Gil Choi. 2021-04-13. Cameron-Storvick theorem associated with Gaussian paths on function space. https://arxiv.org/abs/2104.06542

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