Generalized analytic Gaussian-Feynman integral on function space

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


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

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