Some effect of drift of the generalized Brownian motion process: existence of the operator-valued generalized Feynman integral


Jae Gil Choi




In this paper an analytic operator-valued generalized Feynman integral was studied on a very general Wiener space Ca,b[0,T]. The general Wiener space Ca,b[0,T] is a function space which is induced by the generalized Brownian motion process associated with continuous functions a and b. The structure of the analytic operator-valued generalized Feynman integral is suggested and the existence of the analytic operator-valued generalized Feynman integral is investigated as an operator from L1(R, νδ,a) to L∞(R) where νδ,a is a σ-finite measure on R given by dνδ,a = exp{δVar(a)u2}du, where δ > 0 and Var(a) denotes the total variation of the mean function a of the generalized Brownian motion process. It turns out in this paper that the analytic operator-valued generalized Feynman integrals of functionals defined by the stochastic Fourier-Stieltjes transform of complex measures on the infinite dimensional Hilbert space C′a,b[0,T] are elements of the linear space ⋂ δ>0 L(L1(R, νδ,a),L∞(R)).