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Conditional Fourier-Feynman transform given infinite dimensional conditioning function on abstract Wiener space

Jae Gil ChoiSang Kil Shim — 2023

Czechoslovak Mathematical Journal

We study a conditional Fourier-Feynman transform (CFFT) of functionals on an abstract Wiener space ( H , B , ν ) . An infinite dimensional conditioning function is used to define the CFFT. To do this, we first present a short survey of the conditional Wiener integral concerning the topic of this paper. We then establish evaluation formulas for the conditional Wiener integral on the abstract Wiener space B . Using the evaluation formula, we next provide explicit formulas for CFFTs of functionals in the Kallianpur...

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