Generalized Analytic Fourier-Feynman Transforms with Respect to Gaussian Processes on Function Space


Seung Jun Chang, Hyun Soo Chung, Ae Young Ko, Jae Gil Choi




In this article, we introduce a generalized analytic Fourier--Feynman transform and a multiple generalized analytic Fourier--Feynman transform with respect to Gaussian processes on the function space $C_{a,b}[0,T]$ induced by generalized Brownian motion process. We derive a rotation formula for our multiple generalized analytic Fourier--Feynman transform.