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

Jae Gil Choi, Sang 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...

Conical measures and vector measures

Igor Kluvánek (1977)

Annales de l'institut Fourier

Every conical measure on a weak complete space E is represented as integration with respect to a σ -additive measure on the cylindrical σ -algebra in E . The connection between conical measures on E and E -valued measures gives then some sufficient conditions for the representing measure to be finite.

Derivative of the Donsker delta functionals

Herry Pribawanto Suryawan (2019)

Mathematica Bohemica

We prove that derivatives of any finite order of Donsker's delta functionals are well-defined elements in the space of Hida distributions. We also show the convergence to the derivative of Donsker's delta functionals of two different approximations. Finally, we present an existence result of finite product and infinite series of the derivative of the Donsker delta functionals.

Evaluation formulas for a conditional Feynman integral over Wiener paths in abstract Wiener space

Kun Soo Chang, Dong Hyun Cho, Il Yoo (2004)

Czechoslovak Mathematical Journal

In this paper, we introduce a simple formula for conditional Wiener integrals over C 0 ( 𝔹 ) , the space of abstract Wiener space valued continuous functions. Using this formula, we establish various formulas for a conditional Wiener integral and a conditional Feynman integral of functionals on C 0 ( 𝔹 ) in certain classes which correspond to the classes of functionals on the classical Wiener space introduced by Cameron and Storvick. We also evaluate the conditional Wiener integral and conditional Feynman integral...

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