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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...

Explicit construction of a unitary double product integral

R. L. Hudson, Paul Jones (2011)

Banach Center Publications

In analogy with earlier work on the forward-backward case, we consider an explicit construction of the forward-forward double stochastic product integral ( 1 + d r ) with generator d r = λ ( d A d A - d A d A ) . The method of construction is to approximate the product integral by a discrete double product ( j , k ) m × Γ ( R m , n ( j , k ) ) = Γ ( ( j , k ) m × ( R m , n ( j , k ) ) ) of second quantised rotations R m , n ( j , k ) in different planes using the embedding of m into L²(ℝ) ⊕ L²(ℝ) in which the standard orthonormal bases of m and ℂⁿ are mapped to the orthonormal sets consisting of normalised indicator functions of...

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