Abstract

Abstract Let C 0r [0; t] denote the analogue of the r-dimensional Wiener space, define X t: C r[0; t] → ℝ2r by X t (x) = (x(0); x(t)). In this paper, we introduce a simple formula for the conditional expectations with the conditioning function X t. Using this formula, we evaluate the conditional analytic Feynman integral for the functional $$ \Gamma _t \left( x \right) = exp \left\{ {\int_0^t {\theta \left( {s,x\left( s \right)} \right)d\eta \left( s \right)} } \right\}\varphi \left( {x\left( t \right)} \right) x \in C^r \left[ {0,t} \right] $$, where η is a complex Borel measure on [0, t], and θ(s, ·) and φ are the Fourier-Stieltjes transforms of the complex Borel measures on ℝr. We then introduce an integral transform as an analytic operator-valued Feynman integral over C r [0, t], and evaluate the integral transform for the function Γt via the conditional analytic Feynman integral as a kernel.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call