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Algebraic structure of the $L_2$ analytic Fourier-Feynman transform associated with Gaussian processes on Wiener space (1511.03564v2)

Published 9 Nov 2015 in math.PR

Abstract: In this paper we study algebraic structures of the classes of the $L_2$ analytic Fourier-Feynman transforms on Wiener space. To do this we first develop several rotation properties of the generalized Wiener integral associated with Gaussian processes. We then proceed to analyze the $L_2$ analytic Fourier-Feynman transforms associated with Gaussian processes. Our results show that these $L_2$ analytic Fourier--Feynman transforms are actually linear operator isomorphisms from a Hilbert space into itself. We finally investigate the algebraic structures of these classes of the transforms on Wiener space, and show that they indeed are group isomorphic.

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