Abstract
In this paper we investigated a relationship between the analytic generalized Fourier–Feynman transform associated with Gaussian process and the function space integral for exponential type functionals on the function space $$C_{a,b}[0,T]$$ . The function space $$C_{a,b}[0,T]$$ can be induced by a generalized Brownian motion process. The Gaussian processes used in this paper are neither centered nor stationary.
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